Statistical Portfolio Estimation - Masanobu Taniguchi - Books - Taylor & Francis Inc - 9781466505605 - August 21, 2017
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Masanobu Taniguchi
Statistical Portfolio Estimation 1st edition

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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.

395 pages, 65 Line drawings, black and white; 1 Halftones, black and white; 27 Tables, black and whi

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 21, 2017
ISBN13 9781466505605
Publishers Taylor & Francis Inc
Pages 378
Dimensions 261 × 186 × 28 mm   ·   888 g
Language English  

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