Network Models in Finance - Konstantinov, Gueorgui S; Fabozzi, Frank J
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NETWORK MODELS in FINANCE An insightful exploration of the theory and application of networks as applied to investment management Network Models in Finance: Expanding the Tools for Portfolio and Risk Management is a singularly incisive and unique discussion of networks and graph theory as applied to the financial and investment markets. Researchers and authors Gueorgui Konstantinov and Frank Fabozzi walk you through a comprehensive overview of networks in investment management, providing deep insight into their implementation in portfolio and risk management. You'll discover how to construct…mehr

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Produktbeschreibung
NETWORK MODELS in FINANCE An insightful exploration of the theory and application of networks as applied to investment management Network Models in Finance: Expanding the Tools for Portfolio and Risk Management is a singularly incisive and unique discussion of networks and graph theory as applied to the financial and investment markets. Researchers and authors Gueorgui Konstantinov and Frank Fabozzi walk you through a comprehensive overview of networks in investment management, providing deep insight into their implementation in portfolio and risk management. You'll discover how to construct diversified and risk-optimized portfolios by linking the price and return movements of different asset classes and factors. You'll also find out how to better manage risk by properly understanding systematic, counterparty, and systemic risk, and by monitoring changes in the financial system that may indicate a coming financial crisis. Network Models in Finance delivers practical examples of a wide variety of financial data that can be used to visualize, describe, and investigate markets in an entirely new way, and explains the interactions and causal relationships that operate within a network-based framework. This book is a must-read for investors, asset managers, and other finance practitioners with an interest in a largely underexplored area of investing.
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Autorenporträt
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.