Machine Learning for Asset Management

Released on by Emmanuel Jurczenko
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  • Machine Learning for Asset Management Book Detail

  • Author : Emmanuel Jurczenko
  • Release Date : 2020-10-06
  • Publisher : John Wiley & Sons
  • Genre : Business & Economics
  • Pages : 460
  • ISBN 13 : 1786305445
  • File Size : 60,60 MB
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Machine Learning for Asset Management by Emmanuel Jurczenko PDF Summary

Book Description: 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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