Verwandte Artikel zu Statistical Portfolio Estimation

9781032096490: Statistical Portfolio Estimation
Softcover
ISBN 10: 1032096497 ISBN 13: 9781032096490
Verlag: Routledge, 2021

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Masanobu Taniguchi is a research professor in the Department of Applied Mathematics at Waseda University, Japan.



Hiroshi Shiraishi is a lecturer in the Laboratory of Mathematics, Jikei University School of Medicine, Japan.



Junichi Hirukawa is an associate professor in the Faculty of Science at Niigata University, Japan.



Hiroko Solvang Kato is a researcher and project leader in the Department of Genetics, Institute for Cancer Research, Oslo University Hospital, Norway.

Von der hinteren Coverseite

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, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality. <

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Routledge
Erscheinungsdatum
2021
Sprache
Englisch
ISBN 10 
1032096497
ISBN 13 
9781032096490
Einband
Taschenbuch
Anzahl der Seiten
388
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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