Quantitative Portfolio Management. Michael Isichenko

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Copyright © 2021 by Michael Isichenko. All rights reserved.

      Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

      Published simultaneously in Canada.

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      Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose. No warranty may be created or extended by sales representatives or written sales materials. The advice and strategies contained herein may not be suitable for your situation. You should consult with a professional where appropriate. Neither the publisher nor author shall be liable for any loss of profit or any other commercial damages, including but not limited to special, incidental, consequential, or other damages.

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       Library of Congress Cataloging-in-Publication Data

      Names: Isichenko, Michael, author.

      Title: Quantitative portfolio management : the art and science of statistical arbitrage / Michael Isichenko.

      Description: Hoboken, New Jersey : John Wiley & Sons, Inc., [2021] | Includes bibliographical references and index.

      Identifiers: LCCN 2021013923 (print) | LCCN 2021013924 (ebook) | ISBN 9781119821328 (cloth) | ISBN 9781119821229 (adobe pdf) | ISBN 9781119821212 (epub)

      Subjects: LCSH: Portfolio management—Mathematical models. | Arbitrage.

      Classification: LCC HG4529.5 .I83 2021 (print) | LCC HG4529.5 (ebook) | DDC 332.6—dc23

      LC record available at https://lccn.loc.gov/2021013923

      LC ebook record available at https://lccn.loc.gov/2021013924

      Cover Design: Wiley

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