Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing

Michael Robbins

ISBN 10: 1264258445 / ISBN 13: 9781264258444

Published by McGraw-Hill Education, 2023

2023. 1st Edition. Hardcover. . . . . . Seller Inventory # V9781264258444

Synopsis:

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.

About the Author: Michael Robbins has been an adjunct professor at Columbia University for many years and the Chief Investment Officer of five multi-billion dollar investment firms the Chief Investment Officer of five multi-billion dollar investment firms in Europe, Asia, Africa, and North America.

Bibliographic Details

Title: Quantitative Asset Management: Factor ...
Publisher: McGraw-Hill Education
Publication Date: 2023
Binding: Hardcover
Condition: New
Edition: 1st Edition