Statistical Portfolio Estimation

Download or read book Statistical Portfolio Estimation written by Masanobu Taniguchi and published by Chapman & Hall/CRC. This book was released on 2017-08-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.