Portfolio Construction and Analytics (Frank J. Fabozzi Series)
| Author | : | |
| Rating | : | 4.30 (759 Votes) |
| Asin | : | B01DEWD0NE |
| Format Type | : | |
| Number of Pages | : | 504 Pages |
| Publish Date | : | 2013-01-31 |
| Language | : | English |
DESCRIPTION:
PACHAMANOVA is professor of analytics and computational finance and Zwerling Family Endowed Research Scholar at Babson College. FABOZZI is professor of finance at EDHEC Business School, a senior scientific adviser at the EDHEC-Risk Institute, and editor of the Journal of Portfolio Management. . FRANK J. DESSISLAVA A
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. 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 analyticsLearn the latest trends in risk metrics, modeling, and investment strategiesGet up to speed on the vendor and open-source software most commonly usedGain a multi-angle perspective on portfolio analytics at today's firmsIdentifying inve
This comprehensive resource provides an overview of the analytics process at investment management firms from multiple angles: the data management side, the modeling side, the software resources side, and the investment strategy side. Practitioners who want a competitive edge will need a deep understanding of state-of-the-art methods and models for building a robust, data-driven investment strategy. Portfolio Construction and Analytics is the authoritative, single-source tour of the latest solutions in the anal