Junichi Hirukawa & Hiroshi Shiraishi 
Statistical Portfolio Estimation [EPUB ebook] 

Soporte

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, non-stationary processes, and the book provides a framework for statistical inference using local asymptotic normality (LAN). The approach is generalized for portfolio estimation, so that many important problems can be covered.

This book can primarily be used as a reference by researchers from statistics, mathematics, finance, econometrics, and genomics. It can also be used as a textbook by senior undergraduate and graduate students in these fields.

€76.03
Métodos de pago
¡Compre este libro electrónico y obtenga 1 más GRATIS!
Formato EPUB ● Páginas 388 ● ISBN 9781351643627 ● Editorial CRC Press ● Publicado 2017 ● Descargable 3 veces ● Divisa EUR ● ID 5327420 ● Protección de copia Adobe DRM
Requiere lector de ebook con capacidad DRM

Más ebooks del mismo autor / Editor

252.480 Ebooks en esta categoría