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Portfolio construction and analytics /

Fabozzi, Frank J.

Portfolio construction and analytics /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Portfolio construction and analytics // Dessislava A. Pachamanova, Frank J. Fabozzi.
作者:	Pachamanova, Dessislava A.
其他作者:	Fabozzi, Frank J.
出版者:	Hoboken, New Jersey :Wiley, : 2016.,
面頁冊數:	xxviii, 595 p. :ill. ; : 24 cm.;
標題:	Portfolio management. -
ISBN:	9781118445594 (Cloth) :

Portfolio construction and analytics /
Pachamanova, Dessislava A.

Portfolio construction and analytics /Dessislava A. Pachamanova, Frank J. Fabozzi. - Hoboken, New Jersey :Wiley,2016. - xxviii, 595 p. :ill. ;24 cm. - Frank J. Fabozzi series..

Includes bibliographical references (p. 549-561) and index.

"A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firmsIdentifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity"--

ISBN: 9781118445594 (Cloth) :NT3862

LCCN: 2015040278Subjects--Topical Terms:

557690
Portfolio management.

LC Class. No.: HG4529.5 / .F33456 2016

Dewey Class. No.: 332.6

Portfolio construction and analytics /
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010 $a 2015040278
020 $a 9781118445594 (Cloth) : $c NT3862
035 $a 18868202
040 $a DLC $b eng $c DLC $d DLC $c NFU
050 0 0 $a HG4529.5 $b .F33456 2016
082 0 0 $a 332.6 $2 23
100 1 $a Pachamanova, Dessislava A. $3 798035
245 1 0 $a Portfolio construction and analytics / $c Dessislava A. Pachamanova, Frank J. Fabozzi.
260 $a Hoboken, New Jersey : $b Wiley, $c 2016.
300 $a xxviii, 595 p. : $b ill. ; $c 24 cm.
490 0 $a Frank J. Fabozzi series.
504 $a Includes bibliographical references (p. 549-561) and index.
520 $a "A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firmsIdentifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity"-- $c Provided by publisher.
520 $a "This book fills provides a high-level overview of the analytics process at investment firms from multiple angles: the data management side, the modeling side, the software resources side, and the investment strategy side"-- $c Provided by publisher.
650 0 $a Portfolio management. $3 557690
700 1 $a Fabozzi, Frank J. $3 565728