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Machine Learning for Asset Management: New Developments and Financial Applications - Hardcover

 
9781786305442: Machine Learning for Asset Management: New Developments and Financial Applications
Hardcover
ISBN 10: 1786305445 ISBN 13: 9781786305442
Verlag: Wiley-ISTE, 2020

Inhaltsangabe

This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.

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Über die Autorin bzw. den Autor

Emmanuel JURCZENKO is Director of Graduate Studies and Professor of Finance at Glion Institute of Higher Education, Switzerland. Prior to this, he spent 13 years as Associate Professor of Finance at ESCP-Europe and worked for ABN-AMRO as Head of Quantitative Analysts where he was in charge of quantitative fund selection. His research focuses on portfolio construction in particular on risk budgeting, factor investing and machine learning estimation techniques.

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Verlag
Wiley-ISTE
Erscheinungsdatum
2020
Sprache
Englisch
ISBN 10 
1786305445
ISBN 13 
9781786305442
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
460
Herausgeber
Jurczenko Emmanuel
Kontakt zum Hersteller
Wiley-VCH GmbH
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