TY  - BOOK
AU  - Pachamanova,Dessislava A.
AU  - Fabozzi,Frank J.
TI  - Portfolio construction and analytics
SN  - 9781118445594
U1  - 332.6 23
PY  - 2016///
CY  - Hoboken, Nueva Jersey : 
PB  - John Wiley & Sons Inc., 
KW  - Análisis de inversiones
KW  - Procesamiento electrónico de datos
KW  - Inversiones
KW  - Conceptos
KW  - Estrategias de inversión
KW  - Administración del portafolio
KW  - Toma de decisiones
KW  - Derivados financieros
KW  - Modelos matemáticos
N1  - Contiene información biográfica del autor; Incluye índice (563-595); Incluye referencias bibliográficas (549-561); Chapter 1. Introduction to porfolio management and analytics ; Chapter 2. Ranndom variables, probability distributions, and important statistical concepts ; Chapter 3. Important probability distributions ; Chapter 4. Statistical estimation models ; Chapter 5. Simulation modeling ; Chapter 6. Optimization modeling ; Chapter 7. Optimization under uncertainty ; Chapter 8. Asset diversification ; Chapter 9. Factor models ; Chapter 10. Benchmarks and the use of tracking error in portfolio construction ; Chapter 11. Advances in quantitative equity portfolio management ; Chapter 12. Factor-based equity portfolio construction and performance evaluation ; Chapter 13. Fundamentals of fixed income portfolio construction ; Chapter 14. Factor-based fixed income porfolio construction and evaluation ; Chapter 15. Constructing liability-driven porfolios; Chapter 16. Basics of financial derivatives ; Chapter 17. Using derivatives in equity porfolio management ; Chapter 18. Using derivatives in fixed income portfolio management
N2  - Portfolio Construction and Analytics looks at a number of ways today's investment management firms handle analytics - not only from the modeling perspective but also from the data management, software resource, and investment strategy perspective. To be used in the field and in the classroom, this go - to resource provides detailed real - world illustrations that emphasize understanding of how portfolio analytics enter the decision - making process at investment management firms and integrate into a robust, data - driven investment strategy
ER  -