Machine Learning for Asset Management (e-bog) af -
Jurczenko, Emmanuel (redaktør)

Machine Learning for Asset Management e-bog

1313,81 DKK (inkl. moms 1642,26 DKK)
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 sel...
E-bog 1313,81 DKK
Forfattere Jurczenko, Emmanuel (redaktør)
Forlag Wiley-ISTE
Udgivet 16 juli 2020
Genrer Finance and the finance industry
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781119751168
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.