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

by James W. Kolari, Wei Liu, Seppo Pynnönen

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5: The Empirical ZCAPM -- Part IV: Portfolio Performance -- Chapter 6: Portfolio Performance Measures -- Part V: Building Stock Portfolios with the ZCAPM -- Chapter 7: Building the Global Minimum Variance Portfolio G -- Chapter 8: Net Long Portfolio Performance Analyses -- Chapter 9: Net Long Portfolio Risk Analyses -- Chapter 10: Long Only Efficient Portfolios -- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola -- Chapter 12: Mutual fund portfolios -- Part VI: Conclusion -- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning.

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Year of publication:	2023
Authors:	Kolari, James W. ; Liu, Wei ; Pynnönen, Seppo
Publisher:	2023.: Cham : Springer Nature Switzerland 2023.: Cham : Imprint: Palgrave Macmillan
Subject:	investment portfolio management \| control risks and improve performance \| boost investment performance \| monitor investment portfolios \| smart beta investment strategies \| ETFs \| the mean-variance portfolio framework \| diversification \| portfolio returns and risks \| asset pricing models \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| CAPM \| Kapitalanlage \| Financial investment

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Extent:	1 Online-Ressource (XXX, 255 p. 74 illus., 51 illus. in color.)
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-48169-7 ; 978-3-031-48168-0 ; 978-3-031-48170-3 ; 978-3-031-48171-0
Other identifiers:	10.1007/978-3-031-48169-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014467008