Statistical quantitative methods in finance : From theory to quantitative portfolio management

Explores the theoretical foundations of statistical models, from ordinary least squares (OLS) to the generalized method of moments (GMM) used in econometrics. additionally, the book delves into non-linear methods and bayesian approaches, which are becoming increasingly popular among practitioners thanks to advancements in computational resources. the book also offers valuable insights into quantitative portfolio management, showcasing how traditional data science tools can be enhanced with machine learning models. these enhancements are illustrated through real-world examples from finance and econometrics, accompanied by python code.