Statistical Portfolio Estimation

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Science (General)
Statistical Portfolio Estimation

Statistical Portfolio Estimation

Name: Statistical Portfolio Estimation
ISBN: 9781466505612

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

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This book presents an overview of the theory and applications of statistical portfolio estimation. The approach is necessarily mathematical, as the financial data involved is non-Gaussian and non-stationary. The book includes the required background in time series analysis and portfolio theory. It features applications to insurance and finance, and some interesting applications to biomedical and genetic data. MATLAB® and R code for all the examples are available via the book website.

الفئات:

Science (General)

عام:

2018

الإصدار:

الناشر:

CRC Press;Chapman and Hall/CRC

اللغة:

english

الصفحات:

405

ISBN 10: