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Asset management : tools and Issues (Record no. 525767)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02579nam a2200217Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240822s9999 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780000990389 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15 |
| Item number | FAB |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Fabozzi, Frank J. |
| 245 #0 - TITLE STATEMENT | |
| Title | Asset management : tools and Issues |
| Statement of responsibility, etc | / Frank J Fabozzi...[et al.] |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | World Scientific |
| Year of publication | 2021 |
| Place of publication | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xix, 493 p. : ill. ; 23 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographies and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Long gone are the times when investors could make decisions based on intuition. Modern asset management draws on a wide-range of fields beyond financial theory: economics, financial accounting, econometrics/statistics, management science, operations research (optimization and Monte Carlo simulation), and more recently, data science (Big Data, machine learning, and artificial intelligence). The challenge in writing an institutional asset management book is that when tools from these different fields are applied in an investment strategy or an analytical framework for valuing securities, it is assumed that the reader is familiar with the fundamentals of these fields. Attempting to explain strategies and analytical concepts while also providing a primer on the tools from other fields is not the most effective way of describing the asset management process. Moreover, while an increasing number of investment models have been proposed in the asset management literature, there are challenges and issues in implementing these models. This book provides a description of the tools used in asset management as well as a more in-depth explanation of specialized topics and issues covered in the companion book, Fundamentals of Institutional Asset Management. The topics covered include the asset management business and its challenges, the basics of financial accounting, securitization technology, analytical tools (financial econometrics, Monte Carlo simulation, optimization models, and machine learning), alternative risk measures for asset allocation, securities finance, implementing quantitative research, quantitative equity strategies, transaction costs, multifactor models applied to equity and bond portfolio management, and back testing methodologies. This pedagogic approach exposes the reader to the set of interdisciplinary tools that modern asset managers require in order to extract profits from data and processes. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Institutional investments--Management. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Francesco, A. |
| Personal name | López de Prado, Marcos |
| Personal name | Stoyanov, Stoyan V. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | English Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Anna Centenary Library | Anna Centenary Library | 6TH FLOOR, A WING | 05.04.2024 | 1650.00 | 658.15 FAB | 660752 | 22.08.2024 | Reference | ||||
| Anna Centenary Library | Anna Centenary Library | 22.08.2024 | 1650.00 | 658.15 FAB | 660753 | 22.08.2024 | Reference |