Portfolio Construction and Analytics


Portfolio Construction and Analytics is the authoritative, single-source tour of the latest solutions in the analytic investment process for academia and real-world practice alike. 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. 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.

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
  • Optimize portfolios in terms of total risk and in terms of risk relative to a selected benchmark using classic quantitative approaches
  • Improve your decision making by understanding factors and strategies specific to equity and fixed income portfolio management
  • Construct smart portfolios and managing risk with financial derivatives