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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
杜威分類號:	332.6
書名/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, N.J. : : John Wiley & Sons,, c2016.
面頁冊數:	xxviii, 595 p. : : ill. ;; 24 cm.
標題:	Portfolio management.
ISBN:	9781118445594 (hbk.) :
書目註:	Includes bibliographical references (p. 549-561) and index.
摘要、提要註:	"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"--

Portfolio construction and analytics /
Pachamanova, Dessislava A.

Portfolio construction and analytics /Dessislava A. Pachamanova, Frank J. Fabozzi. - Hoboken, N.J. :John Wiley & Sons,c2016. - xxviii, 595 p. :ill. ;24 cm. - Frank J. Fabozzi series.

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

"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"--

ISBN: 9781118445594 (hbk.) :NTD 3,936

LCCN: 2015040278Subjects--Topical Terms:

177532
Portfolio management.

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

Dewey Class. No.: 332.6

Portfolio construction and analytics /
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020 $a 9781118445594 (hbk.) : $c NTD 3,936
020 $z 9781119238140 (ePub)
020 $z 9781119238164 (Adobe PDF)
040 $a DLC $b eng $c DLC $d DYU
041 0 $a eng
050 0 0 $a HG4529.5 $b .F33456 2016
082 0 0 $a 332.6 $2 23
100 1 $a Pachamanova, Dessislava A. $3 675618
245 1 0 $a Portfolio construction and analytics / $c Dessislava A. Pachamanova, Frank J. Fabozzi.
260 $a Hoboken, N.J. : $b John Wiley & Sons, $c c2016.
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 "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.
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 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"-- $c Provided by
520 $a publisher.
650 0 $a Portfolio management. $3 177532
700 1 $a Fabozzi, Frank J. $3 365868