Portfolio Analytics

Portfolio Analytics

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This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios. As a conclusion, the book provides the reader with all the essential aspects of investment controlling.The value of technical analysis can be expressed by the old proverb a€œA picture is worth a thousand words.a€ Technical research ... Most chartists believe that the market movement is only 10 % logical and 90 % psychological. Essentially it isanbsp;...

Title:Portfolio Analytics
Author:Wolfgang Marty
Publisher:Springer Science & Business Media - 2014-02-19


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