Frank J Fabozzi: Network Models in Finance
Network Models in Finance
Buch
- Expanding the Tools for Portfolio and Risk Management
Artikel noch nicht erschienen, voraussichtlicher Liefertermin ist der 5.3.2025.
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Sie können den Titel schon jetzt bestellen. Versand an Sie erfolgt gleich nach Verfügbarkeit.
EUR 92,22*
- Wiley, 03/2025
- Einband: Gebunden
- Sprache: Englisch
- ISBN-13: 9781394279685
- Bestellnummer: 11922950
- Erscheinungstermin: 5.3.2025
Achtung: Artikel ist nicht in deutscher Sprache!
Klappentext
Expansive overview of theory and practical implementation of networks in investment managementGuided 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.