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Quantitative Portfolio Management : The Art and Science of Statistical Arbitrage

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Type: Books
Status: 想读
Domain: Quant
Category: 量化交易、算法交易与机器学习
Source: book.douban.com
Vault note: library/books/quant/Quantitative-Portfolio-Management-The-Art-and-Science-of-Statistical-Arbitrage-6e53ca0e00e903c2.md

Quantitative Portfolio Management : The Art and Science of Statistical Arbitrage 关注资产定价、因子收益、组合构建、风险分解和投资管理框架。

适合从单策略思维过渡到组合层面，理解收益来源、相关性和风险预算。

Michael Isichenko；2021-8-31。

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