Portfolio construction and analytics / (Record no. 4762)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02723cam a2200193 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781118445594 (hardback) |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 PAC |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Pachamanova, Dessislava A., |
| 245 10 - TITLE STATEMENT | |
| Title | Portfolio construction and analytics / |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New York |
| Name of publisher | Wiley |
| Year of publication | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxviii, 595 pages : |
| Other physical details | illustrations ; |
| 490 0# - SERIES STATEMENT | |
| Series statement | Frank J. Fabozzi series |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "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"-- |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "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"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Portfolio management. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | BUSINESS & ECONOMICS / Finance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Frank J., |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Non-fiction | Malabe Campus(Ichemc) | Malabe Campus(Ichemc) | General Stacks | 07/07/2019 | 332.6 PAC | 007438 | Books | ||
| Non-fiction | Malabe Campus(Ichemc) | Malabe Campus(Ichemc) | General Stacks | 07/07/2019 | 332.6 PAC | 007439 | Books |