＂A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics 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 softwarewill
prove useful to both students and practitioners. 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 approachto all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the
fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most
commonly used Gain a multi-angle perspective on portfolio analytics at today’s firms Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring
risk and performance are all 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. Portfolio Construction and Analytics is an
invaluable resource for portfolio management in any capacity＂--
