How Can Machine Learning Advance Quantitative Asset Management?

David Blitz; Tobias Hoogteijling; Harald Lohre; Philip Messow

doi:10.3905/jpm.2023.1.460

How Can Machine Learning Advance Quantitative Asset Management?

David Blitz, Tobias Hoogteijling, Harald Lohre and Philip Messow

The Journal of Portfolio Management Quantitative Tools 2023, jpm.2023.1.460; DOI: https://doi.org/10.3905/jpm.2023.1.460

David Blitz

is the chief researcher in the Quantitative Investments Division at Robeco in Rotterdam, The Netherlands

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Tobias Hoogteijling

is a quantitative researcher in the Quantitative Investments Division at Robeco in Rotterdam, The Netherlands

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Harald Lohre

is an executive director of research in the Quantitative Investments Division at Robeco in Rotterdam, The Netherlands, and an honorary researcher at Lancaster University Management School in Lancaster, UK

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Philip Messow

is a senior quantitative researcher in the Quantitative Investments Division at Robeco in Rotterdam, The Netherlands

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The Journal of Portfolio Management

Vol. 49, Issue 2

Quantitative Special Issue 2023

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How Can Machine Learning Advance Quantitative Asset Management?