Machine Learning for Asset Management New Developments and Financial Applications

Jurczenko, Emmanuel (Editor)

ISBN 10: 1786305445 / ISBN 13: 9781786305442

Published by Iste/Hermes Science Pub, 2020

About this Item

460 pages. 9.53x6.38x1.10 inches. In Stock.

Seller Inventory # x-1786305445

Bibliographic Details

• Title: Machine Learning for Asset Management New Developments and Financial Applications
• Publisher: Iste/Hermes Science Pub
• Publication Date: 2020
• Language: English
• ISBN 10: 1786305445
• ISBN 13: 9781786305442
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.88 kilograms

About this title

Synopsis

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.

About the Author

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.