Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book

This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured

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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 learnin

Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfo