Description: Quantitative Portfolio Management by Michael Isichenko Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, youll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methodsWays of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as "benign overfitting" in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market. Author Biography MICHAEL ISICHENKO, PhD, is a theoretical physicist and a quantitative portfolio manager who worked at Kurchatov Institute, University of Texas, University of California, SAC Capital Advisors, Société Générale, and Jefferies. He received his doctorate in physics and mathematics from the Moscow Institute of Physics and Technology and is an expert in plasma physics, nonlinear dynamics, and statistical and chaos theory. Details ISBN 1119821320 ISBN-13 9781119821328 Title Quantitative Portfolio Management Author Michael Isichenko Format Hardcover Year 2021 Pages 304 Publisher John Wiley & Sons Inc GE_Item_ID:137343484; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 44.73 USD
Location: Fairfield, Ohio
End Time: 2024-12-01T07:46:49.000Z
Shipping Cost: 0 USD
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Item Specifics
Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781119821328
Type: NA
Publication Name: NA
Book Title: Quantitative Portfolio Management : the Art and Science of Statistical Arbitrage
Number of Pages: 304 Pages
Language: English
Publisher: Wiley & Sons, Incorporated, John
Topic: Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Stocks
Item Height: 0.9 in
Publication Year: 2021
Illustrator: Yes
Genre: Business & Economics
Item Weight: 21.7 Oz
Item Length: 9.1 in
Author: Michael Isichenko
Item Width: 6.2 in
Format: Hardcover
