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The Journal of Financial Data Science

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Machine Learning for Active Portfolio Management

Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad Motahari
The Journal of Financial Data Science Summer 2021, 3 (3) 9-30; DOI: https://doi.org/10.3905/jfds.2021.1.071
Söhnke M. Bartram
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)
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Jürgen Branke
is a professor of operational research and systems at the University of Warwick in Coventry, UK
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Giuliano De Rossi
is an executive director at Goldman Sachs in London, UK
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Mehrshad Motahari
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
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Article Information

vol. 3 no. 3 9-30
DOI 
https://doi.org/10.3905/jfds.2021.1.071

Published By 
Pageant Media Ltd
Print ISSN 
2640-3943
Online ISSN 
2640-3951
History 
  • Published online August 2, 2021.

Article Versions

  • Latest version (July 12, 2021 - 01:38).
  • You are viewing the most recent version of this article.
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© 2021 Pageant Media Ltd

Author Information

  1. 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)
  2. 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)
  3. Giuliano De Rossi
    1. is an executive director at Goldman Sachs in London, UK. (giuliano.derossi{at}gs.com)
  4. 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)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Vol. 3, Issue 3
Summer 2021
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Machine Learning for Active Portfolio Management
Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi, Mehrshad Motahari
The Journal of Financial Data Science Jul 2021, 3 (3) 9-30; DOI: 10.3905/jfds.2021.1.071

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Machine Learning for Active Portfolio Management
Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi, Mehrshad Motahari
The Journal of Financial Data Science Jul 2021, 3 (3) 9-30; DOI: 10.3905/jfds.2021.1.071
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  • Article
    • Abstract
    • SIGNAL GENERATION
    • PORTFOLIO CONSTRUCTION
    • EXECUTION
    • A CLOSER LOOK AT RL
    • ACTIVE AI-DRIVEN ETFS
    • CONCLUSION
    • ACKNOWLEDGMENTS
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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