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Machine Learning for Asset Management

Machine Learning for Asset Management

Hardcover

Management

ISBN10: 1786305445
ISBN13: 9781786305442
Publisher: Wiley-Iste
Published: Sep 18 2020
Pages: 460
Weight: 2.25
Height: 1.10 Width: 6.10 Depth: 9.30
Language: English
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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Jurczenko, Emmanuel

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Management