Quantitative Asset Management: Factor Inve...

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Beschreibung

Whether you are managing institutional portfolios or private wealth, augment your asset allocation strategy with machine learning and factor investing for unprecedented returns and growth

In a straightforward and unambiguous fashion, Quantitative Asset Management shows how to take join factor investing and data science-machine learning and applied to big data. Using instructive anecdotes and practical examples, including quiz questions and a companion website with working code, this groundbreaking guide provides a toolkit to apply these modern tools to investing and includes such real-world details as currency controls, market impact, and taxes. It walks readers through the entire investing process, from designing goals to planning, research, implementation, and testing, and risk management. Inside, you'll find:

Cutting edge methods married to the actual strategies used by the most sophisticated institutions
Real-world investment processes as employed by the largest investment companies
A toolkit for investing as a professional
Clear explanations of how to use modern quantitative methods to analyze investing options
An accompanying online site with coding and apps

Written by a seasoned financial investor who uses technology as a tool-as opposed to a technologist who invests-Quantitative Asset Management explains the author's methods without oversimplification or confounding theory and math. Quantitative Asset Management demonstrates how leading institutions use Python and MATLAB to build alpha and risk engines, including optimal multi-factor models, contextual nonlinear models, multi-period portfolio implementation, and much more to manage multibillion-dollar portfolios.

Big data combined with machine learning provide amazing opportunities for institutional investors. This unmatched resource will get you up and running with a powerful new asset allocation strategy that benefits your clients, your organization, and your career.

Whether you are managing institutional portfolios or private wealth, augment your asset allocation strategy with machine learning and factor investing for unprecedented returns and growth

Cutting edge methods married to the actual strategies used by the most sophisticated institutions
Real-world investment processes as employed by the largest investment companies
A toolkit for investing as a professional
Clear explanations of how to use modern quantitative methods to analyze investing options
An accompanying online site with coding and apps

Über den Autor

Michael Robbins is the Chief Investment Officer of a large investment firm. This is his sixth CIO appointment, including one for a bank with 81/2 million clients. He has managed pensions, endowments, family offices and was the Chief Risk Officer for the State of Utah's systems. Michael sits on private equity boards of directors and he is a professor at Columbia University, where he teaches quantitative investing including graduate classes in Global Macroeconomic Tactical Asset Allocation (GTAA) and Environmental, Social, and Governance (ESG) Investing.

Erscheinungsjahr:	2023
Fachbereich:	Betriebswirtschaft
Genre:	Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Inhalt:	Gebunden
ISBN-13:	9781264258444
ISBN-10:	1264258445
Sprache:	Englisch
Einband:	Gebunden
Autor:	Robbins, Michael
Hersteller:	McGraw-Hill Education Ltd
Maße:	232 x 161 x 42 mm
Von/Mit:	Michael Robbins
Erscheinungsdatum:	18.07.2023
Gewicht:	0,76 kg

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