Machine Learning for Asset Management (Hardcover)
Language: English
Published by ISTE Ltd and John Wiley & Sons Inc, London, 2020
- Hardcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 126.55
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Add to basketItem description from seller
Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Seller Inventory # 9781786305442
- Title
- Machine Learning for Asset Management (Hardcover)
- Author
- Emmanuel Jurczenko
- Publisher
- ISTE Ltd and John Wiley & Sons Inc, London
- Publication year
- 2020
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1786305445
- ISBN 13
- 9781786305442
"Synopsis" may belong to another edition of this title.
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.
"About the title" may belong to another edition of this title.
Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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