Network models in finance : (Record no. 9999)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03522nam a2200229 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250623151012.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250623b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781394279685 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | KON |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Konstantinov, Gueorgui S |
| 245 ## - TITLE STATEMENT | |
| Title | Network models in finance : |
| Remainder of title | expanding the tools for portfolio and risk management |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | John Wiley & Sons, Inc |
| Place of publication, distribution, etc. | New Jersey |
| Date of publication, distribution, etc. | 2025 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 340 p. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 94.95 |
| 490 ## - SERIES STATEMENT | |
| Series statement | Frank J. Fabozzi Series |
| 500 ## - GENERAL NOTE | |
| General note | Table of contents:<br/>Preface ix <br/><br/>Acknowledgments xv <br/><br/>About the Authors xvii <br/><br/>Part One <br/><br/>Chapter 1 Introduction 3 <br/><br/>Chapter 2 The Basic Structure of a Network 29 <br/><br/>Chapter 3 Network Properties 45 <br/><br/>Chapter 4 Network Centrality Metrics 71 <br/><br/>Part Two <br/><br/>Chapter 5 Network Modeling 95 <br/><br/>Chapter 6 Foundations for Building Portfolio Networks – Link Prediction and Association Models 117 <br/><br/>Chapter 7 Foundations for Building Portfolio Networks – Statistical and Econometric Models 141 <br/><br/>Chapter 8 Building Portfolio Networks – Probabilistic Models 163 <br/><br/>Chapter 9 Network Processes in Asset Management 181 <br/><br/>Chapter 10 Portfolio Allocation With Networks 227 <br/><br/>Part Three <br/><br/>Chapter 11 Systematic and Systemic Risk, Spillover, and Contagion 261 <br/><br/>Chapter 12 Networks in Risk Management 277 <br/><br/>References 313 <br/><br/>Index 327<br/><br/>[https://www.wiley.com/en-us/Network+Models+in+Finance%3A+Expanding+the+Tools+for+Portfolio+and+Risk+Management-p-9781394279685#tableofcontents-section] |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Expansive overview of theory and practical implementation of networks in investment management<br/><br/>Guided by graph theory, Network Models in Finance: Expanding the Tools for Portfolio and Risk Management provides a comprehensive overview of networks in investment management, delivering strong knowledge of various types of networks, important characteristics, estimation, and their implementation in portfolio and risk management. With insights into the complexities of financial markets with respect to how individual entities interact within the financial system, this book enables readers to construct diversified portfolios by understanding the link between price/return movements of different asset classes and factors, perform better risk management through understanding systematic, systemic risk and counterparty risk, and monitor changes in the financial system that indicate a potential financial crisis.<br/><br/>With a practitioner-oriented approach, this book includes coverage of:<br/><br/>Practical examples of broad financial data to show the vast possibilities to visualize, describe, and investigate markets in a completely new way<br/>Interactions, Causal relationships and optimization within a network-based framework and direct applications of networks compared to traditional methods in finance<br/>Various types of algorithms enhanced by programming language codes that readers can implement and use for their own data<br/>Network Models in Finance: Expanding the Tools for Portfolio and Risk Management is an essential read for asset managers and investors seeking to make use of networks in research, trading, and portfolio management.<br/><br/><br/>(https://www.wiley.com/en-us/Network+Models+in+Finance%3A+Expanding+the+Tools+for+Portfolio+and+Risk+Management-p-9781394279685#description-section) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk management--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management--Mathematical models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Frank J |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Checked out | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
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| Dewey Decimal Classification | Finance & Accounting | 1194241 | 16-06-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 06/23/2025 | Atlantic Publishers & Distributors | 5566.92 | 1 | 332.6 KON | 008843 | 09/29/2025 | 07/01/2025 | 07/01/2025 | 1 | 8564.49 | 06/23/2025 | Book |