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Statistical Portfolio Estimation (Hardcover) Loot Price: R4,132
Discovery Miles 41 320
Statistical Portfolio Estimation (Hardcover): Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang,...

Statistical Portfolio Estimation (Hardcover)

Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita

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Loot Price R4,132 Discovery Miles 41 320 | Repayment Terms: R387 pm x 12*

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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.

General

Imprint: Crc Press
Country of origin: United States
Release date: August 2017
First published: 2018
Authors: Masanobu Taniguchi • Hiroshi Shiraishi • Junichi Hirukawa • Hiroko Kato Solvang • Takashi Yamashita
Dimensions: 254 x 178 x 28mm (L x W x T)
Format: Hardcover
Pages: 378
ISBN-13: 978-1-4665-0560-5
Categories: Books > Science & Mathematics > Biology, life sciences > General
Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 1-4665-0560-5
Barcode: 9781466505605

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