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Machine Learning for Asset Management

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Machine Learning for Asset Management

New Developments and Financial Applications

Emmanuel Jurczenko

Wiley-ISTE
Publication date : 2020-07-16

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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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About the book

Author

Emmanuel Jurczenko

Imprint

Wiley-ISTE

Collection

n.c

Publication date

2020-07-16

Pages

460 pages

Print ISBN

9781786305442

Language

English

Ebook informations

EAN PDF

9781119751168

Price

£146.59

Copy count 0

Print count 460

File size 20429 Ko

Informations accessibility

EAN EPUB

9781119751175

Price

£146.59

Copy count 0

Print count 460

File size 20838 Ko

Informations accessibility

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About author(s)

Emmanuel Jurczenko

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