Overview
- Explains how to analyze key variables for constructing a portfolio
- Provides a rich collection of examples to assist the student in following the theory
- Equips the reader with essential performance measurement know-how as well as advanced research topics
Part of the book series: Springer Texts in Business and Economics (STBE)
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Table of contents (5 chapters)
Keywords
About this book
Authors and Affiliations
About the author
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.
Bibliographic Information
Book Title: Portfolio Analytics
Book Subtitle: An Introduction to Return and Risk Measurement
Authors: Wolfgang Marty
Series Title: Springer Texts in Business and Economics
DOI: https://doi.org/10.1007/978-3-319-19812-5
Publisher: Springer Cham
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-19811-8Published: 16 October 2015
Softcover ISBN: 978-3-319-34525-3Published: 23 August 2016
eBook ISBN: 978-3-319-19812-5Published: 08 October 2015
Series ISSN: 2192-4333
Series E-ISSN: 2192-4341
Edition Number: 2
Number of Pages: XIV, 204
Topics: Finance, general, Quantitative Finance, Macroeconomics/Monetary Economics//Financial Economics, Business Mathematics, Statistics for Business, Management, Economics, Finance, Insurance, Accounting/Auditing