000			03881nam a2200481 i 4500
001			EBC4454423
003			MiAaPQ
005			20240121081945.0
006			m o d |
007			cr cnu||||||||
008			151121t20162016nju ob 001 0 eng|d
020			_z9781118445594 (hardback)
020			_z9781118656747
020			_a9781119238164 _q(electronic bk.)
035			_a(MiAaPQ)EBC4454423
035			_a(Au-PeEL)EBL4454423
035			_a(CaPaEBR)ebr11175915
035			_a(CaONFJC)MIL909361
035			_a(OCoLC)935784547
040			_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ
050		4	_aHG4529.5 _b.F33456 2016
082	0		_a332.6 _223
100	1		_aFabozzi, Frank J., _eauthor.
245	1	0	_aPortfolio construction and analytics / _cFrank J. Fabozzi, Dessislava A. Pachamanova.
264		1	_aHoboken, New Jersey : _bJohn Wiley & Sons, Incorporated, _c[2016]
264		4	_c2016
300			_a1 online resource (603 pages)
336			_atext _2rdacontent
337			_acomputer _2rdamedia
338			_aonline resource _2rdacarrier
490	1		_aFrank J. Fabozzi series
504			_aIncludes bibliographical references 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 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"-- _cProvided by publisher.
588			_aDescription based on print version record.
590			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aPortfolio management.
655		4	_aElectronic books.
700	1		_aPachamanova, Dessislava A., _eauthor.
776	0	8	_iPrint version: _aFabozzi, Frank J. _tPortfolio construction and analytics. _dHoboken, New Jersey : John Wiley & Sons, Incorporated, [2016] _kFrank J. Fabozzi series _z9781118656747
797	2		_aProQuest (Firm)
830		0	_aFrank J. Fabozzi series.
856	4	0	_uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=4454423 _zClick to View
999			_c251921 _d251921