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

This book provides new quantitative tools and technology for securities professionals to help boost the performance of their investment portfolios. It utilizes revolutionary asset pricing methods and models to analyze data for U.S. stocks and create efficient, highly diversified portfolios.

Format: Hardback
Length: 255 pages
Publication date: 04 February 2024
Publisher: Springer International Publishing AG

Professional investment portfolio management is increasingly harnessing sophisticated statistical and computer techniques to enhance risk control and optimize performance. This comprehensive book offers valuable quantitative tools and technology to securities professionals, empowering them to elevate the performance of their investment portfolios for clients. Distinguishing itself from other publications in this domain, the authors employ revolutionary asset pricing methods and models to analyze data for U.S. stocks, demonstrating how to apply them to the challenge of constructing highly diversified portfolios that deliver efficient returns relative to risk. By leveraging these advanced techniques, investment professionals can make informed decisions and develop strategies that maximize returns while minimizing risks. This book serves as a valuable resource for those seeking to stay ahead of the curve in the ever-evolving world of investment management.

Weight: 600g
Dimension: 235 x 155 (mm)
ISBN-13: 9783031481680
Edition number: 1st ed. 2023