Statistical Portfolio Estimation is popular PDF and ePub book, written by Masanobu Taniguchi in 2017-09-01, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Statistical Portfolio Estimation can be Read Online from any device for your convenience.
Statistical Portfolio Estimation Book PDF Summary
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.
Detail Book of Statistical Portfolio Estimation PDF
- Author : Masanobu Taniguchi
- Release : 01 September 2017
- Publisher : CRC Press
- ISBN : 9781466505612
- Genre : Mathematics
- Total Page : 389 pages
- Language : English
- PDF File Size : 9,6 Mb
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