Statistical Portfolio Estimation
-
- Hardcover
- Taschenbuch
- eBook ausgewählt
-
Form:Einzelkauf Download
-
Sprache:Englisch
-
eBook Format:PDF
- ePUB 3 Fr. 95.90
- PDF Fr. 95.90 ausgewählt
Fr. 95.90
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
01.09.2017
Verlag
Taylor & Francis eBooksSeitenzahl
388 (Printausgabe)
Dateigröße
5577 KB
Sprache
Englisch
EAN
9781466505612
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.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.