Machine Learning for Asset Management by Emmanuel Jurczenko

Machine Learning for Asset Management by Emmanuel Jurczenko

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.

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.

SKU	Unavailable
ISBN 13	9781786305442
ISBN 10	1786305445
Title	Machine Learning for Asset Management
Author	Emmanuel Jurczenko
Condition	Unavailable
Binding Type	Hardback
Publisher	ISTE Ltd and John Wiley & Sons Inc
Year published	2020-07-31
Number of pages	460
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.