Portfolio Analytics

The textbook provides a comprehensive exploration of return measurement, focusing on the comparison between time-weighted and money-weighted rates of return. It emphasizes the significance of risk alongside return by analyzing tracking errors and contrasting ex-post with ex-ante risk figures. The author delves into modern portfolio theory, highlighting how various constraints impact the creation of optimized portfolios. Ultimately, the book equips readers with essential insights into investment controlling, making it a valuable resource for understanding investment strategies.