TY  - BOOK
AU  - Pachamanova, Dessislava A.
AU  - Fabozzi, Frank J.
TI  - Portfolio Construction and Analytics
SN  - 9781118445594
U1  - 332.6 
PY  - 2016///
CY  - New Jersey
PB  - John Wiley & Sons Inc.
KW  - Portfolio management - Finance
N1  - 1.	Introduction to Portfolio Management and Analytics
Part I: Statistical Models of Risk and Uncertainty
2.	Random Variables, Probability Distributions, and Important Statistical Concepts
3.	Important Probability Distributions
4.	Statistical Estimation Models
Part II: Simulation and Optimization Modeling
5.	Simulation Modeling
6.	Optimization Modeling
7.	Optimization under Uncertainty
8.	Asset Diversification
Part III: Equity Portfolio Management
9.	Factor Models
10.	Benchmarks and the Use of Tracking Error to Portfolio Construction
Part IV: Portfolio Theory
11.	Advances in Quantitative Equity Portfolio Management
12.	Factor-Based Equity Portfolio Construction and Performance Evaluation
Part V: Fixed Income Portfolio Management
13.	Fundamentals of Fixed Income Portfolio Management
14.	Factor-Based Fixed income Portfolio Construction and Evaluation
15.	Constructing Liability-Driven Portfolios
Part VI: Derivatives and Their Application to Portfolio Management
16.	Basics of Financial Derivatives
17.	Using Derivatives In Equity Portfolio Management
18.	Using Derivatives in Fixed Income Portfolio Management
ER  -