Portfolio Construction and Analytics

A MULTI-DISCIPLINARY APPROACH TO INVESTMENT ANALYTICS

Portfolio Construction and Analytics looks at a number of ways today's investment management firms handle analytics—not only from the modeling perspective but also from the data management, software resource, and investment strategy perspective. To be used in the field and in the classroom, this go-to resource provides detailed real-world illustrations that emphasize understanding of how portfolio analytics enter the decision-making process at investment management firms and integrate into a robust, data-driven investment strategy. The material inside enables you to:

• Master fundamental modeling concepts and widely used analytical techniques
• Upgrade your skillset with the latest trends in risk metrics, models, and investment strategies
• Get up to speed on the most commonly used vendor and open-source software for investment analytics
• Gain a multi-angle perspective on portfolio analytics used by today's investment management firms

Complete with everything you need to account expertly for risk and implementation issues in your investment analytics, Portfolio Construction and Analytics is your state-of-the-art program for developing a game-changing investment analytics skillset.