Portfolio Analytics: An Introduction to Return and Risk Measurement

by

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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.

Portfolio Analytics: An Introduction to Return and Risk Measurement 2015, Springer

ISBN-13: 9783319198118

2nd 2015 edition

Hardcover

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Portfolio Analytics: An Introduction to Return and Risk Measurement 2014, Springer

ISBN-13: 9783319035086

2013 edition

Hardcover

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