BABSON PROFESSOR CO-AUTHORS GUIDE TO DEVELOPING A MODERN INVESTMENT ANALYTICS SKILLSET

Dessi Pachamanova provides real-world investment insight in ‘Portfolio Construction and Analytics’

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Babson College Professor Dessi Pachamanova has co-authored Portfolio Construction and An​alytics—a new book from the Frank J. Fabozzi Series of J. Wiley & Sons that provides an up-to-date understanding of the analytic investment process for students and professionals alike.

The book offers new perspective into data management, modeling, software resources, and investment strategy to help give readers a more comprehensive understanding of how today’s firms approach investment analytics. The guide provides detailed coverage of portfolio analytics and modeling methods, as well as real-world examples of analytics performed with vendor and open-source software.

“The need to focus on investment analytics has never been greater,” said Professor Pachamanova. “The financial industry is coping with regulatory changes, as well as the many challenges associated with managing big data. With Portfolio Construction and Analytics, we aim to help practitioners gain a competitive edge by attaining a deep understanding of data-driven investment strategy methods.”

In their new book, Pachamanova and Fabozzi help readers:

 

  • Master the fundamental modeling concepts and widely used analytics;
  • Learn the latest trends in risk metrics, modeling, and investment strategies;
  • Get up to speed on the vendor and open-source software most commonly used; and
  • Gain a multi-angle perspective on portfolio analytics at today’s firms.

The book is available to order on WileyAmazon, and Barnes & Noble.

About Dessislava A. Pachamanova

Dessi Pachamanova is Professor of Analytics and Computational Finance and Zwerling Family Endowed Research Scholar at Babson College. Her research and consulting span multiple fields, including financial modeling, robust optimization, predictive analytics, simulation, and operations. She has authored and co-authored tens of articles in operations research, finance, engineering, marketing and management journals, numerous book chapters, as well as two other books in computational finance and risk management: Robust Portfolio Optimization and Management (2007) and Simulation and Optimization in Finance: Modeling with MATLAB, @RISK, or VBA (2010), both part of The Frank J. Fabozzi Series in Finance, J. Wiley & Sons.

Dr. Pachamanova teaches in undergraduate, MBA, and executive education programs at Babson. She co-designed Babson’s undergraduate and MBA business analytics concentration curricula, and serves as the faculty director of an open enrollment 'Business Analytics for Managers: Using Data for Better Decision Making' program at Babson Executive Education.

Dr. Pachamanova holds an A.B. from Princeton University and a Ph.D. from the Sloan School of Management at the Massachusetts Institute of Technology.​

About Babson College

Babson College is the educator, convener, and thought leader for​ Entrepreneurship of All Kinds®​. The top​-rankedcollege for entrepreneurship education, Babson is a dynamic living and learning laboratory where students, faculty, and staff work together to address the real-world problems of business and society. We prepare the entrepreneurial leaders our world needs most: those with strong functional knowledge and the skills and vision to navigate change, accommodate ambiguity, surmount complexity, and motivate teams in a common purpose to make a difference in the world, and have an impact on organizations of all sizes and types. As we have for nearly a half-century, Babson continues to advance Entrepreneurial Thought & Action®​ as the most positive force on the planet for generating sustainable economic and social value.​


By Brianna DiPietro, bdipietro@babson.edu, (781) 239-4548 | 04/21/2016 02:00