MARC details
| 000 -LEADER |
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| fixed length control field |
03564nam a22002417a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230120144145.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230120b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780000990389 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.67253 |
| Item number |
FAB |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Fabozzi, Frank J. |
| 245 ## - TITLE STATEMENT |
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| Title |
Asset management: |
| Remainder of title |
tools and issues |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
World Scientific Publishing Company Pvt. Ltd. |
| Place of publication, distribution, etc. |
New Jersey |
| Date of publication, distribution, etc. |
2021 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xix, 493 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
INR |
| Price amount |
1650.00 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Contents:<br/><br/>Asset Management Companies<br/>Fundamentals of Financial Statements<br/>Securitization and the Creation of Residential Mortgage-Related Securities<br/>Financial Econometrics Tools for Asset Management<br/>Monte Carlo Applications to Asset Management<br/>Optimization Models for Asset Management<br/>Machine Learning and Its Applications to Asset Management<br/>Risk Measures and Asset Allocation Problems<br/>Securities Lending and Its Alternatives in the Equity Market<br/>Repurchase Agreements for Financing Positions and Shorting in the Bond Market<br/>Implementable Quantitative Research<br/>Quantitative Equity Strategies<br/>Challenges in Implementing Equity Factor Investing Strategies<br/>Transaction and Trading Costs<br/>Managing a Common Stock Portfolio with a Multifactor Risk Model Using Fundamental Factor<br/>Managing a Bond Portfolio Using a Multifactor Risk Model<br/>Backtesting Investment Strategies<br/>Monte Carlo Backtesting Method |
| 520 ## - SUMMARY, ETC. |
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| 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 backtesting 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 |
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| Topical term or geographic name as entry element |
Portfolio management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Asset allocation |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Institutional investments--Management |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Fabozzi, Francesco A. |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Stoyanov, Stoyan V. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |