Concepedia

Prayut Jain

PJ

1

Publications

33

Citations

1

H-Index

2019

Active since

Affiliations

Indian Institute of Science Bangalore(Current)

Prayut Jain is an author at Indian Institute of Science Bangalore specializing in asset pricing, portfolio selection, and asset allocation.

Top concepts

FinanceBusinessManagementStatisticsAsset PricingFinancial RiskPortfolio RiskRisk AnalyticsRisk ManagementAsset Allocation

Publications per year

2019–2019

1

Publications

1

Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification

Prayut Jain, Shashi Jain · Risks · 2019 · 33 citations · Full text

Machine Learning, Asset Allocation, Portfolio Management +19

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