Portfolio Construction and Analytics (Record no. 114333)
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| 000 -LEADER | |
|---|---|
| fixed length control field | nam a22 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190406105203.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190123b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118445594 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | FAB |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pachamanova, Dessislava A. |
| 9 (RLIN) | 34684 |
| 245 ## - TITLE STATEMENT | |
| Title | Portfolio Construction and Analytics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | John Wiley & Sons Inc. |
| Date of publication, distribution, etc. | 2016 |
| Place of publication, distribution, etc. | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 595p |
| 500 ## - GENERAL NOTE | |
| General note | 1. Introduction to Portfolio Management and Analytics<br/>Part I: Statistical Models of Risk and Uncertainty<br/>2. Random Variables, Probability Distributions, and Important Statistical Concepts<br/>3. Important Probability Distributions<br/>4. Statistical Estimation Models<br/>Part II: Simulation and Optimization Modeling<br/>5. Simulation Modeling<br/>6. Optimization Modeling<br/>7. Optimization under Uncertainty<br/>8. Asset Diversification<br/>Part III: Equity Portfolio Management<br/>9. Factor Models<br/>10. Benchmarks and the Use of Tracking Error to Portfolio Construction<br/>Part IV: Portfolio Theory<br/>11. Advances in Quantitative Equity Portfolio Management<br/>12. Factor-Based Equity Portfolio Construction and Performance Evaluation<br/>Part V: Fixed Income Portfolio Management<br/>13. Fundamentals of Fixed Income Portfolio Management<br/>14. Factor-Based Fixed income Portfolio Construction and Evaluation<br/>15. Constructing Liability-Driven Portfolios<br/>Part VI: Derivatives and Their Application to Portfolio Management<br/>16. Basics of Financial Derivatives<br/>17. Using Derivatives In Equity Portfolio Management<br/>18. Using Derivatives in Fixed Income Portfolio Management |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Portfolio management - Finance |
| 9 (RLIN) | 36443 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Frank J. |
| 9 (RLIN) | 36444 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.6 |
| Call number suffix | PAC |
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