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Artificial intelligence in asset management
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Bartram, Söhnke M., Branke, Jürgen and Motahari, Mehrshad (2020) Artificial intelligence in asset management. Research Foundation Literature Reviews . Charlottesville (Va.): CFA Institute Research Foundation. ISBN 9781952927027
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Abstract
Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. In particular, AI techniques help construct portfolios based on more accurate risk and return forecasts and more complex constraints. Trading algorithms use AI to devise novel trading signals and execute trades with lower transaction costs. AI also improves risk modeling and forecasting by generating insights from new data sources. Finally, robo-advisors owe a large part of their success to AI techniques. Yet the use of AI can also create new risks and challenges, such as those resulting from model opacity, complexity, and reliance on data integrity.
Item Type: | Book | ||||
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Divisions: | Faculty of Social Sciences > Warwick Business School > Finance Group Faculty of Social Sciences > Warwick Business School > Operational Research & Management Sciences Faculty of Social Sciences > Warwick Business School |
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Series Name: | Research Foundation Literature Reviews | ||||
Publisher: | CFA Institute Research Foundation | ||||
Place of Publication: | Charlottesville (Va.) | ||||
ISBN: | 9781952927027 | ||||
Official Date: | 28 August 2020 | ||||
Dates: |
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Number of Pages: | 96 | ||||
Status: | Not Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Copyright Holders: | © 2020 CFA Institute Research Foundation. All rights reserved. | ||||
Date of first compliant deposit: | 17 September 2020 | ||||
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