---
title: "John Wiley & Sons Inc Quantitative Portfolio Management The Art and Science of Statistical Arbitrage (3, 2021) | Michael Isichenko,M Isichenko"
ean: "9781119821328"
brand: "John Wiley & Sons Inc"
category: "Medier > Bøger"
price_min: 329
price_max: 418
currency: DKK
vendor_count: 2
in_stock: true
url: https://pricetracker.dk/p/9781119821328/quantitative-portfolio-management-the-art-and-science-of-statistical
last_checked: 2026-10-15
---

# John Wiley & Sons Inc Quantitative Portfolio Management The Art and Science of Statistical Arbitrage (3, 2021) | Michael Isichenko,M Isichenko

EAN 9781119821328 · Mærke: John Wiley & Sons Inc · Kategori: Medier > Bøger

Sammenlign priser på John Wiley & Sons Inc Quantitative Portfolio Management The Art and Science of Statistical Arbitrage (3, 2021) | Michael Isichenko,M Isichenko fra 2 forhandlere. Billigste pris nu: 329 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9781119821328/quantitative-portfolio-management-the-art-and-science-of-statistical

## Priser
- **Billigste pris nu:** 329 kr hos Saxo DK
- **Prisspænd:** 329 kr – 418 kr på tværs af 2 forhandlere

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 329 kr | — |
| Plusbog | 418 kr | 6 - 8 hverdage |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> Discover foundational and advanced techniques in quantitative equity trading from aveteraninsider In Quantitative Portfolio Management:The Art and Science of Statistical Arbitrage , distinguished physicist-turned-quantDr. MichaelIsichenkodelivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learnpatterns ofasset returns from historical data,generateand combine multiple forecasts, manage risk, build astock portfoliooptimized for risk and trading costs, and execute trades. In this important book,you’lldiscover: Machine learning methodsof forecasting stock returns in efficient financial markets How to combinemultipleforecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods Ways 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 andpracticalaspects of portfolio construction, including multi-factor risk models,multi-periodtrading 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 datascience, machine learning, and optimizationto the stock market.

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Priserne er sidst kontrolleret 2026-10-15.