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

Kolari, James W.; Liu, Wei; Pynnönen, Seppo

Couverture souple

ISBN 10 : 3031481712 ISBN 13 : 9783031481710

Editeur : Palgrave Macmillan, 2025

Synopsis

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.

A propos du livre

À propos de l'auteur

James W. Kolari is the JP Morgan Chase Professor of Finance and Academic Director of the Global Corporate Banking Program in the Department of Finance at Texas A&M University. With more than 100 articles published in refereed journals, numerous other papers and monographs, 20 co-authored books, and more than 200 competitive papers presented at academic conferences, he ranks in the top 1-2 percent of finance scholars in the United States.

Wei Liu holds PhDs in both physics and finance from Texas A&M University. He has worked as a bank analyst for USAA Bank, a former owner and investment manager of a securities firm, and now teaches finance at Texas A&M University. His research has been published in academic journals and textbooks.

Seppo Pynnönen is a Professor of Statistics at the University of Vaasa, Finland and previously the Chairperson of the Department of Mathematics and Statistics. He has studied financial markets and taught various courses on statistical methodology. With numerous published papers in international finance and statistics journals, he is also the co-author of a recent investment valuation and asset pricing textbook.

Détails de l'édition

• Éditeur: Palgrave Macmillan
• Date d'édition: 2025
• Langue: anglais
• ISBN 10: 3031481712
• ISBN 13: 9783031481710
• Reliure: Broché
• Nombre de pages: 288
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne