Portfolio Construction and Analytics offers an advanced, multi-disciplinary approach to investment analytics. Authored by Frank J. Fabozzi and published by Wiley in 2016, this book delves into comprehensive portfolio analytics and modeling methods, making it a valuable resource for both students and professionals. The text covers data management, modeling techniques, software resources, and investment strategies, providing readers with a holistic understanding of the modern investment process.

Real-world examples illustrate how vendor and open-source software are utilized in analytical practices, offering practical insights and tools. This book emphasizes the importance of mastering fundamental modeling concepts and key risk metrics, as well as exploring current trends in analytics and investment strategies. With 624 pages of detailed content, it equips readers with critical skills necessary to navigate the challenges posed by big data, regulatory changes, and increasing market risks.