000			nam a22 4500
999			_c114333 _d114333
003			OSt
005			20190406105203.0
008			190123b ||||| |||| 00| 0 eng d
020			_a9781118445594
040			_c
082			_a332.6 _bFAB
100			_aPachamanova, Dessislava A. _934684
245			_aPortfolio Construction and Analytics
260			_bJohn Wiley & Sons Inc. _c2016 _aNew Jersey
300			_a595p
500			_a1. 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
600			_aPortfolio management - Finance _936443
700			_aFabozzi, Frank J. _936444
942			_2ddc _cLB _k332.6 _mPAC