Portfolio Construction and Analytics

By:

Pachamanova, Dessislava A

Contributor(s):

Fabozzi, Frank J

Material type: Text

TextPublication details: John Wiley & Sons Inc. 2016 New JerseyDescription: 595pISBN:

9781118445594

Subject(s):

Portfolio management - Finance

DDC classification:

332.6 FAB

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.6 FAB (Browse shelf(Opens below))	Available		M0034495

Total holds: 0

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

There are no comments on this title.

to post a comment.