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How can machine learning advance quantitative asset management

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How can machine learning advance quantitative asset management. / Blitz, David; Hoogteijling, Tobias; Lohre, Harald et al.
In: Journal of Portfolio Management, Vol. 49, No. 7, 20.07.2023.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Blitz, D, Hoogteijling, T, Lohre, H & Messow, P 2023, 'How can machine learning advance quantitative asset management', Journal of Portfolio Management, vol. 49, no. 7. https://doi.org/10.3905/jpm.2023.1.460

APA

Blitz, D., Hoogteijling, T., Lohre, H., & Messow, P. (2023). How can machine learning advance quantitative asset management. Journal of Portfolio Management, 49(7). https://doi.org/10.3905/jpm.2023.1.460

Vancouver

Blitz D, Hoogteijling T, Lohre H, Messow P. How can machine learning advance quantitative asset management. Journal of Portfolio Management. 2023 Jul 20;49(7). Epub 2023 Jan 11. doi: 10.3905/jpm.2023.1.460

Author

Blitz, David ; Hoogteijling, Tobias ; Lohre, Harald et al. / How can machine learning advance quantitative asset management. In: Journal of Portfolio Management. 2023 ; Vol. 49, No. 7.

Bibtex

@article{874b4b93e90a46e5ba36bba3dd949eae,
title = "How can machine learning advance quantitative asset management",
abstract = "The emerging literature suggests that machine learning (ML) is beneficial in many asset pricing applications because of its ability to detect and exploit nonlinearities and interaction effects that tend to go unnoticed with simpler modelling approaches. In this article, the authors discuss the promises and pitfalls of applying machine learning to asset management by reviewing the existing ML literature from the perspective of a prudent practitioner. The focus is on the methodological design choices that can critically affect predictive outcomes and on an evaluation of the frequent claim that ML gives spectacular performance improvements. In light of the practical considerations, the apparent advantage of ML is reduced, but still likely to make a difference for investors who adhere to a sound research protocol to navigate the intrinsic pitfalls of ML.",
author = "David Blitz and Tobias Hoogteijling and Harald Lohre and Philip Messow",
year = "2023",
month = jul,
day = "20",
doi = "10.3905/jpm.2023.1.460",
language = "English",
volume = "49",
journal = "Journal of Portfolio Management",
issn = "0095-4918",
publisher = "Institutional Investor, Inc",
number = "7",

}

RIS

TY - JOUR

T1 - How can machine learning advance quantitative asset management

AU - Blitz, David

AU - Hoogteijling, Tobias

AU - Lohre, Harald

AU - Messow, Philip

PY - 2023/7/20

Y1 - 2023/7/20

N2 - The emerging literature suggests that machine learning (ML) is beneficial in many asset pricing applications because of its ability to detect and exploit nonlinearities and interaction effects that tend to go unnoticed with simpler modelling approaches. In this article, the authors discuss the promises and pitfalls of applying machine learning to asset management by reviewing the existing ML literature from the perspective of a prudent practitioner. The focus is on the methodological design choices that can critically affect predictive outcomes and on an evaluation of the frequent claim that ML gives spectacular performance improvements. In light of the practical considerations, the apparent advantage of ML is reduced, but still likely to make a difference for investors who adhere to a sound research protocol to navigate the intrinsic pitfalls of ML.

AB - The emerging literature suggests that machine learning (ML) is beneficial in many asset pricing applications because of its ability to detect and exploit nonlinearities and interaction effects that tend to go unnoticed with simpler modelling approaches. In this article, the authors discuss the promises and pitfalls of applying machine learning to asset management by reviewing the existing ML literature from the perspective of a prudent practitioner. The focus is on the methodological design choices that can critically affect predictive outcomes and on an evaluation of the frequent claim that ML gives spectacular performance improvements. In light of the practical considerations, the apparent advantage of ML is reduced, but still likely to make a difference for investors who adhere to a sound research protocol to navigate the intrinsic pitfalls of ML.

U2 - 10.3905/jpm.2023.1.460

DO - 10.3905/jpm.2023.1.460

M3 - Journal article

VL - 49

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

SN - 0095-4918

IS - 7

ER -