Book contents
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Towards Better Risk Intermediation
- Part III High Frequency Finance
- Part IV Advanced Optimization Techniques
- 14 Introduction toPart IV. Advanced OptimizationTechniques for Banks and Asset Managers
- 15 Harnessing Quantitative Finance by Data-Centric Methods
- 16 Asset Pricing and Investment with Big Data
- 17 Portfolio Construction Using Stratified Models
- Part V New Frontiers for Stochastic Control in Finance
- Connections With The Real Economy
- Index
16 - Asset Pricing and Investment with Big Data
from Part IV - Advanced Optimization Techniques
Published online by Cambridge University Press: 12 May 2023
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Towards Better Risk Intermediation
- Part III High Frequency Finance
- Part IV Advanced Optimization Techniques
- 14 Introduction toPart IV. Advanced OptimizationTechniques for Banks and Asset Managers
- 15 Harnessing Quantitative Finance by Data-Centric Methods
- 16 Asset Pricing and Investment with Big Data
- 17 Portfolio Construction Using Stratified Models
- Part V New Frontiers for Stochastic Control in Finance
- Connections With The Real Economy
- Index
Summary
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- Type
- Chapter
- Information
- Machine Learning and Data Sciences for Financial MarketsA Guide to Contemporary Practices, pp. 293 - 316Publisher: Cambridge University PressPrint publication year: 2023