Machine Learning for Active Portfolio Management | The Journal of Financial Data Science

The Journal of Financial Data Science

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vol. 3 no. 3 9-30

DOI

https://doi.org/10.3905/jfds.2021.1.071

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Pageant Media Ltd

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Published online August 2, 2021.

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Latest version (July 12, 2021 - 01:38).
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© 2021 Pageant Media Ltd

Author Information

Söhnke M. Bartram
1. is a professor of finance at the University of Warwick in Coventry, UK, and a research fellow at the Centre for Economic Policy Research (CEPR). (s.m.bartram{at}wbs.ac.uk)
Jürgen Branke
1. is a professor of operational research and systems at the University of Warwick in Coventry, UK. (juergen.branke{at}wbs.ac.uk)
Giuliano De Rossi
1. is an executive director at Goldman Sachs in London, UK. (giuliano.derossi{at}gs.com)
Mehrshad Motahari
1. is a research associate at Cambridge Centre for Finance (CCFin) and Cambridge Endowment for Research in Finance (CERF) at the University of Cambridge in Cambridge, UK. (m.motahari{at}jbs.cam.ac.uk)

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