03805nam 2200613 450 991013682040332120200520144314.01-119-23814-51-119-23816-1(CKB)3710000000621170(SSID)ssj0001636025(PQKBManifestationID)16387497(PQKBTitleCode)TC0001636025(PQKBWorkID)14883745(PQKB)11323890(MiAaPQ)EBC4454423(DLC) 2016003023(CaSebORM)9781118445594(Au-PeEL)EBL4454423(CaPaEBR)ebr11175915(CaONFJC)MIL909361(OCoLC)935784547(EXLCZ)99371000000062117020151121h20162016 uy| 0engurcnu||||||||txtccrPortfolio construction and analytics /Frank J. Fabozzi, Dessislava A. Pachamanova1st editionHoboken, New Jersey :John Wiley & Sons, Incorporated,[2016]©20161 online resource (603 pages)Frank J. Fabozzi seriesBibliographic Level Mode of Issuance: Monograph1-118-65674-1 1-118-44559-7 Includes bibliographical references 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 firms Identifying 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"--Provided by publisher.Frank J. Fabozzi series.Portfolio managementPortfolio management.332.6BUS027000bisacshFabozzi Frank J.109596Pachamanova Dessislava A.MiAaPQMiAaPQMiAaPQBOOK9910136820403321Portfolio construction and analytics2203205UNINA