Investment Analytics: Theory and Practice

Investment Analytics: Theory and Practice is a textbook designed for: Advanced undergraduates hoping to acquire a solid introduction to investment analytics used by the asset management industry Graduate students with backgrounds in engineering mathematics, seeking to move into investment-related roles; and Investment professionals taking a deep professional education module to get up to date on the advanced investment analytics used by leading global asset managers.Bernard Lee, renowned author and practitioner, seeks to achieve a practical balance in this textbook. The majority of existing popular investment textbooks represent either the academically precise end of the spectrum, which often aim at summarizing investment research conducted for its own sake, or the practitioner-end of the spectrum, which avoids any detailed step-by-step discussion on implementation for competitive reasons.This textbook consists of illustrations that are "real-world", practical investment problems. Materials are built up systematically, so that students can learn from step-by-step derivation and replicate the techniques involved.