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
Forlag
Wiley-ISTE
Udgivet
16 juli 2020
Genrer
Finance and the finance industry
Sprog
English
Format
epub
Beskyttelse
LCP
ISBN
9781119751175
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.