A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation

Gueorgui Konstantinov; Andreas Chorus; Jonas Rebmann

doi:10.3905/jpm.2020.1.147

A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation

Gueorgui Konstantinov, Andreas Chorus and Jonas Rebmann

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 54-71; DOI: https://doi.org/10.3905/jpm.2020.1.147

Gueorgui Konstantinov

is a senior fund manager (multi-asset) at LBBW Asset Management in Stuttgart, Germany

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Andreas Chorus

is a senior fund manager at LBBW Asset Management in Stuttgart, Germany

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Jonas Rebmann

is a portfolio manager (multi-asset) at LBBW Asset Management in Stuttgart, Germany

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A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation

Gueorgui Konstantinov, Andreas Chorus, Jonas Rebmann

The Journal of Portfolio Management May 2020, 46 (6) 54-71; DOI: 10.3905/jpm.2020.1.147

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A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation

Gueorgui Konstantinov, Andreas Chorus, Jonas Rebmann

The Journal of Portfolio Management May 2020, 46 (6) 54-71; DOI: 10.3905/jpm.2020.1.147

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