{"product_id":"portfolio-construction-and-analytics-9781118445594","title":"Portfolio Construction and Analytics","description":"\u003cb\u003eA detailed, multi-disciplinary approach to investment analytics\u003c\/b\u003e \u003cp\u003e\u003ci\u003ePortfolio Construction and Analytics \u003c\/i\u003eprovides 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.\u003c\/p\u003e \u003cp\u003ePortfolio 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eMaster the fundamental modeling concepts and widely used analytics\u003c\/li\u003e \u003cli\u003eLearn the latest trends in risk metrics, modeling, and investment strategies\u003c\/li\u003e \u003cli\u003eGet up to speed on the vendor and open-source software most commonly used\u003c\/li\u003e \u003cli\u003eGain a multi-angle perspective on portfolio analytics at today's firms\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eIdentifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are \u003ci\u003eall\u003c\/i\u003e 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. \u003ci\u003ePortfolio Construction and Analytics\u003c\/i\u003e is an invaluable resource for portfolio management in any capacity.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003eDESSISLAVA A. PACHAMANOVA\u003c\/b\u003e is professor of analytics and computational finance and Zwerling Family Endowed Research Scholar at Babson College.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eFRANK J. FABOZZI\u003c\/b\u003e is professor of finance at EDHEC Business School, a senior scientific adviser at the EDHEC-Risk Institute, and editor of the \u003ci\u003eJournal of Portfolio Management.\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":50332461039890,"sku":"9781118445594","price":120.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0831\/4771\/8930\/files\/img_471ebd9a-7a74-46cc-be25-b03545a689bb.jpg?v=1727837702","url":"https:\/\/surprise-castle.myshopify.com\/products\/portfolio-construction-and-analytics-9781118445594","provider":"Surprise Castle","version":"1.0","type":"link"}