Wolfgang Marty: 3 books
Portfolio Analytics
An Introduction to Return and Risk Measurement
Language: English
Release Date: October 8, 2015
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...
Fixed Income Analytics
Bonds in High and Low Interest Rate Environments
Language: English
Release Date: October 14, 2017
This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in...
Portfolio Analytics
An Introduction to Return and Risk Measurement
Language: English
Release Date: February 19, 2014
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...