Portfolio Analytics: An Introduction to Return and Risk Measurement - Couverture rigide

Marty, Wolfgang

Couverture rigide

ISBN 10 : 3319198114 ISBN 13 : 9783319198118

Editeur : Springer International Publishing AG, 2015

Synopsis

This book introduces return measurement and goes on to compare the time-weighted rate of return with the money-weighted rate of return. The author proceeds to modern portfolio theory, showing how constraints interfere with construction of optimized portfolios.

A propos du livre

À propos de l?auteur

Dr. Wolfgang Marty is Investment Strategist at AgaNola. Between 2015 and 1998 he was working with Credit Suisse in Zurich. He joined as Head of Product Engineering and later became Head of Portfolio Analytics. From 1989 - 1998 he worked in London and Chicago. He is specialized in performance measurement, fixed income portfolio attribution and portfolio optimization. He has been committed to actively developing the fixed-income markets for many years. In particular it pursues the interests of the Swiss market participants in the European Bond Commission (EBC). Moreover, Wolfgang Marty is a member of the Executive Committee of the EBC, as well as of the Bond Index Commission of SIX Exchange.

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 3319198114
• ISBN 13: 9783319198118
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 218
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne