Portfolio Analytics An Introduction to Return and Risk Measurement /
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 e...
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| Format: | Electronic |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Series: | Springer Texts in Business and Economics,
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| Online Access: | View fulltext via EzAccess |