ENGLISH

Professional Investment Portfolio Management: Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

By Wei Liu , James W. Kolari , Seppo Pynnönen

Book information

Publisher
Palgrave Macmillan
Year
2024
ISBN
3031481682, 9783031481680
Language
english
Format
PDF
Filesize
16 MB (16703656 bytes)
Pages
285\268
Time added
2024-04-24 02:11:49

Description

Professional investment portfolio management is increasingly utilizing sophisticated statistical and computer techniques to better control risks and improve performance. This book provides new quantitative tools and technology for securities professionals to help boost the performance of their investment portfolios offered to clients. Unlike other books in this area, the authors utilize revolutionary asset pricing methods and models to analyze data for U.S. stocks and show how to apply them to the problem of creating highly diversified portfolios that are efficient in terms of returns per unit risk.

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