NETWORK MODELS IN FINANCE
FABOZZI, FRANK J.
Sold by Speedyhen, Hertfordshire, United Kingdom
AbeBooks Seller since 26 November 2009
New - Hardcover
Condition: New
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Add to basketSold by Speedyhen, Hertfordshire, United Kingdom
AbeBooks Seller since 26 November 2009
Condition: New
Quantity: 1 available
Add to basketExpansive overview of theory and practical implementation of networks in investment management
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.
With a practitioner-oriented approach, this book includes coverage of:
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.
GUEORGUI S. KONSTANTINOV, PHD, has over 17 years’ experience in portfolio management, managing global bond portfolios and currencies for institutional investors and pension funds. He is an advisory board member of the Journal of Portfolio Management and the coauthor of Quantitative Global Bond Portfolio Management.
FRANK J. FABOZZI, PHD, is Professor of Practice at John Hopkins University’s Carey Business School. He has authored over 100 books and edited The Handbook of Fixed Income Securities and The Handbook of Mortgage-Backed Securities. He holds the CFA and CPA professional designations.
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