Edward Leung

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

4

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7

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1

Scholarly Papers (4)

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1.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 41 Posted: 27 Mar 2020 Last Revised: 31 Mar 2021
Edward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian Stroh
Invesco, Robeco Quantitative Investments, Invesco, Invesco and Quoniam Asset Management
Downloads 2,706 (8,700)
Citation 8

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Machine Learning, Data Science, Interpretable Machine Learning, Return Prediction, Cross-Section of Stock Returns, Gradient Boosting, Factor Investing

2.

A Forecast Combination Approach to Equity Factor Timing

Risk & Reward, 2020, 1st issue, pp. 41-46
Number of pages: 8 Posted: 07 Apr 2020
Michael Fraikin, Edward Leung and Harald Lohre
affiliation not provided to SSRN, Invesco and Robeco Quantitative Investments
Downloads 296 (177,342)

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factor investing, factor timing

3.

Online Appendix: Consumer Spending and the Cross-Section of Stock Returns

Number of pages: 17 Posted: 08 Feb 2022
Tarun Gupta, Edward Leung and Viorel Roscovan
INVESCO Global Asset Management, N.A., Invesco and Invesco
Downloads 266 (197,855)

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D12, G14, H31

4.

Consumer Spending and The Cross-Section of Stock Returns

Journal of Portfolio Management, 48 (7), 117-137
Posted: 08 Feb 2022 Last Revised: 11 Jul 2022
Tarun Gupta, Edward Leung and Viorel Roscovan
INVESCO Global Asset Management, N.A., Invesco and Invesco

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Consumer spending, consumer transactions, credit cards, debit cards, return predictability