Network Models in Finance: Expanding the Tools for Portfolio and Risk Management by Fabozzi, Frank J.

Network Models in Finance: Expanding the Tools for Portfolio and Risk Management (Hardcover) (ISBN-13: 9781394279685)

Vendor: Frank J. Fabozzi
Product type: Books
Format: Hardcover
$95.00
$95.00
$95.00
Subtotal: $95.00
Network Models in Finance: Expanding the Tools for Portfolio and Risk Management by Fabozzi, Frank J.

Network Models in Finance: Expanding the Tools for Portfolio and Risk Management

$95.00
Network Models in Finance: Expanding the Tools for Portfolio and Risk Management by Fabozzi, Frank J.

Network Models in Finance: Expanding the Tools for Portfolio and Risk Management

$95.00
Format: Hardcover
Description
Description
x

Expansive 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:

  • Practical examples of broad financial data to show the vast possibilities to visualize, describe, and investigate markets in a completely new way
  • Interactions, Causal relationships and optimization within a network-based framework and direct applications of networks compared to traditional methods in finance
  • Various types of algorithms enhanced by programming language codes that readers can implement and use for their own data

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.

Author: Frank J. Fabozzi, Gueorgui S. Konstantinov
ISBN-10: 139427968X
ISBN-13: 9781394279685
Publisher: Wiley
Language: English
Published: 02/05/2025
Pages: 368
Format: Hardcover

By Frank J. Fabozzi
By Frank J. Fabozzi
x

GUEORGUI S. KONSTANTINOV, PHD, has over 17 years' experience in portfolio manage-ment, 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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