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Investment Controlling

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Portfolio Analytics

Part of the book series: Springer Texts in Business and Economics ((STBE))

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Abstract

As Fig. 4.1 shows, in this chapter we focus on investment controlling in the cycle of the investment process. Referring back to Chaps. 2, 3 and 4, investment controlling is a much younger discipline than portfolio optimization theory. In Chaps. 2 and 3 we introduced the basic concepts used and applied in investment controlling. We start this chapter with a definition for investment controlling:

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References

  1. CFA Institute (2006) Global investment performance standards (GIPS)

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  2. Grégoire P, van Oppens H (2006) Risk attribution. J Perform Meas 11(1):47–80

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  3. Shestopaloff Y, Marty W (2011) Properties of the IRR equation with regards to the ambiguity of calculating the rate of return and a maximum number of solutions. J Perform Meas 15(3):8–22

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  4. Shestopaloff Y, Shestopaloff A (2011) Solving the puzzle of the IRR equation. Akvy, Toronto

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Marty, W. (2015). Investment Controlling. In: Portfolio Analytics. Springer Texts in Business and Economics. Springer, Cham. https://doi.org/10.1007/978-3-319-19812-5_5

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