Portfolio construction and analytics / Dessislava A. Pachamanova, Frank J. Fabozzi.

By: Pachamanova, Dessislava A [autor.]Contributor(s): Fabozzi, Frank J [autor.]Material type: Text

TextLanguage: English Publisher: Hoboken, Nueva Jersey : John Wiley & Sons Inc., 2016Copyright date: ©2016. Edition: Primera ediciónDescription: xxviii, 595 páginas : Ilustraciones, gráficas ; 24 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9781118445594Subject(s): Análisis de inversiones -- Procesamiento electrónico de datos | Inversiones -- Conceptos | Estrategias de inversión | Administración del portafolio -- Toma de decisiones | Derivados financieros -- Modelos matemáticosDDC classification: 332.6

Contents:

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 .

Summary: 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. editor.

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
Libros	Biblioteca CESA Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co Piso 1	General	332.6 / P116 2016 (Browse shelf(Opens below))	Ej.1	Available (Sin restricciones)		7109101164

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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. editor.

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