Edward Leung

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

266

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 42 Posted: 27 Mar 2020
Invesco, Invesco, Invesco, Invesco and Quoniam Asset Management
Downloads 185 (175,508)

Abstract:

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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 Invesco
Downloads 81 (323,248)

Abstract:

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factor investing, factor timing