Perspectives on Financial Modeling for Institutional Investors

Andrew Chin, Frank J Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik
Additional contact information
Andrew Chin: AllianceBernstein, USA
Frank J Fabozzi: Johns Hopkins University, USA
Jim Kyung-Soo Liew: SoKat Consulting, LLC, USA & Johns Hopkins University, USA
Alexander Rudin: State Street Investment Management, USA
Igor Yelnik: Alphidence Capital, UK

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Perspectives on Financial Modeling for Institutional Investors

Keywords: Financial Modeling; Portfolio Construction; Quantitative Investing; Factor Models; Portfolio Optimization; Asset Allocation; Risk Management; Model Governance; Explainability; Interpretable AI; Machine Learning In Finance; Agentic AI; Multimodal Models; Transformers; Econometrics; Regularization; Shrinkage Methods; Elastic Net; Risk Parity; Portfolio Rules; Transaction Cost Modeling; Market Impact; Square-root Law; Execution Costs; Model Risk; Attribution Models; Brinson–Fachler; Prime Alpha; Performance Attribution; Smoothing And Desmoothing; Private Equity Modeling; Public–Private Linkage; Hedge Fund Factor Modeling; Strategic Asset Allocation; Covariance Estimation; Ledoit–Wolf Shrinkage; Volatility Targeting; Robust Optimization; Bayesian Methods; Predictive Modeling; Dynamic Factor Models; Uncertainty Modeling; Optimization Constraints; Mixed-integer Optimization; Index Replication; Sampling; Turnover Constraints; Capital Markets; Fixed Income Modeling; Credit Risk; Interest Rate Modeling; Governance Frameworks; Fiduciary Oversight; Discretionary Vs. Systematic Investing; Hybrid Investment Processes; Ai Decision-support Systems; Institutional Investing; Multi-asset Strategies; Risk Decomposition; Diversification; Factor Exposures; Signal Stability; Model Validation; Slippage; Capacity Analysis; Market Microstructure; Liquidity Modeling; Alternative Investments; Hedge Funds; Private Markets; Trading Cost Analysis; Execution Algorithms; TWAP; Forecasting Models; Econometric Calibration; Sensitivity Analysis; Asset Management; Investment Research; Financial Engineering; Quantitative Research; Performance Evaluation; Investment Strategy Design (search for similar items in EconPapers)
JEL-codes: G11 G12 G17 G23 G32 G53 (search for similar items in EconPapers)
Date: 2026
ISBN: 9781807290030
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Chapters in this book:

Ch 1 From Theory to Practice: Framing Financial Modeling in Modern Finance , pp 1-27

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 2 Strategic Portfolio Construction , pp 29-61

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 3 Factor Optimization with Portfolio Constraints , pp 63-80

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 4 Portfolio Rules: From an Elegant Theory to Practical Implementation , pp 81-105

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 5 Fixed-Income Financial Modeling: Yield Curves, Risk Premia, and Credit , pp 107-142

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 6 From Black Box to Recipe Book: Rethinking Explainability in AI Investing , pp 143-177

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 7 Model Implementability, Governance, and Risk Management , pp 179-194

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 8 The Evolution of Quantitative Modeling: From Econometrics to Agentic AI , pp 195-220

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 9 The End of the Divide: Investing at the Human–Machine Frontier , pp 221-260

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

Ch 10 Appendix , pp 261-340

Andrew Chin, Frank J. Fabozzi, Jim Kyung-Soo Liew, Alexander Rudin and Igor Yelnik

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