Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing by Michael Robbins

Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing by Michael Robbins

Augment your asset allocation strategy with machine learning and factor investing for unprecedented returns and growth Whether you’re managing institutional portfolios or private wealth, Quantitative Asset Management will open your eyes to a new, more successful way of investing—one that harnesses the power of big data and artificial intelligence. This innovative guide walks you through everything you need to know to fully leverage these revolutionary tools. Written from the perspective of a seasoned financial investor making use of technology, it details proven investing methods, striking a rare balance between providing important technical information without burdening you with overly complex investing theory. Quantitative Asset Management is organized into four thematic sections: Part I reveals invaluable lessons for planning and governance of investment decision-making. Part 2 discusses quantitative financial modeling, covering important topics like overfitting, mitigating unrealistic assumptions, managing substitutions, enhancing minority classes, and missing data imputation. Part 3 shows how to develop a strategy into an investment product, including the alpha models, risk models, implementation, backtesting, and cost optimization. Part 4 explains how to measure performance, learn from mistakes, manage risk, and survive financial tragedies. With Quantitative Asset Management, you have everything you need to build your awareness of other markets, ask the right questions and answer them effectively, and drive steady profits even through times of great uncertainty.

Robbins, Michael: -

Michael Robbins was born and raised in rural Upstate New York. After attending SUNY Purchase and graduating with a BFA in photography he worked for the Adirondack Mountain Club for a few seasons. He built and maintained trails all over the ADKs and the Catskills, working at remote sites with only hand tools on everything from bridges to rock staircases. A largely self-taught woodworker, Robbins settled in the Hudson Valley and began developing his own furniture line. Currently, he operates his woodshop out of a former garment factory in Philmont, NY. An avid outdoorsman, when he's not in the shop building or photographing his own work Robbins is most likely out backpacking or skiing.

SKU	Unavailable
ISBN 13	9781264258444
ISBN 10	1264258445
Title	Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing
Author	Michael Robbins
Condition	Unavailable
Binding Type	Hardback
Publisher	McGraw-Hill Education
Year published	2023-07-18
Number of pages	496
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.