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
Andreas Chorus
is a senior fund manager at LBBW Asset Management in Stuttgart, Germany
Jonas Rebmann
is a portfolio manager (multi-asset) at LBBW Asset Management in Stuttgart, Germany
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In this issue
The Journal of Portfolio Management
Vol. 46, Issue 6
Multi-Asset Special Issue 2020
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