Portfolio Construction and Analytics

<b>A detailed, multi-disciplinary approach to investment analytics</b> <p><i>Portfolio Construction and Analytics </i>provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today’s firms approach the process.  Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners.</p> <p>Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need.</p> <ul> <li>Master the fundamental modeling concepts and widely used analytics</li> <li>Learn the latest trends in risk metrics, modeling, and investment strategies</li> <li>Get up to speed on the vendor and open-source software most commonly used</li> <li>Gain a multi-angle perspective on portfolio analytics at today’s firms</li> </ul> <p>Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are <i>all</i> major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. <i>Portfolio Construction and Analytics</i> is an invaluable resource for portfolio management in any capacity.</p>