Statistical Portfolio Estimation
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Statistical Portfolio Estimation
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Author : Masanobu Taniguchi
language : en
Publisher: CRC Press
Release Date : 2017-09-01
Statistical Portfolio Estimation written by Masanobu Taniguchi and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-01 with Mathematics categories.
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.
Statistical Portfolio Estimation
DOWNLOAD
Author : Masanobu Taniguchi
language : en
Publisher: CRC Press
Release Date : 2017-09-01
Statistical Portfolio Estimation written by Masanobu Taniguchi and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-01 with Mathematics categories.
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.
Journal Of The American Statistical Association
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Author :
language : en
Publisher:
Release Date : 2008
Journal Of The American Statistical Association written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Electronic journals categories.
Research Program In Finance Working Paper Series
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Author :
language : en
Publisher:
Release Date : 1971
Research Program In Finance Working Paper Series written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Finance categories.
Proceedings Of The Section On Bayesian Statistical Science
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Author : American Statistical Association. Section on Bayesian Statistical Science
language : en
Publisher:
Release Date : 1995
Proceedings Of The Section On Bayesian Statistical Science written by American Statistical Association. Section on Bayesian Statistical Science and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Bayesian statistical decision theory categories.
The Quarterly Review Of Economics And Finance
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Author :
language : en
Publisher:
Release Date : 2010
The Quarterly Review Of Economics And Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business categories.
Proceedings Of The Section On Statistical Graphics
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Author : American Statistical Association. Section on Statistical Graphics
language : en
Publisher:
Release Date : 1991
Proceedings Of The Section On Statistical Graphics written by American Statistical Association. Section on Statistical Graphics and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Statistics categories.
Statistical Analysis For Decision Making
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Author : Morris Hamburg
language : en
Publisher: Wadsworth Publishing Company
Release Date : 1994
Statistical Analysis For Decision Making written by Morris Hamburg and has been published by Wadsworth Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
This text is intended for the algebra-based introductory one- or two-term business statistics course found in schools of business or in departments of statistics or mathematics.
Proceedings Of The Business And Economic Statistics Section
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Author : American Statistical Association. Business and Economic Statistics Section
language : en
Publisher:
Release Date : 1988
Proceedings Of The Business And Economic Statistics Section written by American Statistical Association. Business and Economic Statistics Section and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business categories.
Staff Studies
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Author :
language : en
Publisher:
Release Date : 1979
Staff Studies written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Banks and banking categories.