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Statistical Portfolio Estimation
Language: en
Pages: 0
Authors: Masanobu Taniguchi
Categories: Finance
Type: BOOK - Published: 2017-08-21 - Publisher: Chapman & Hall/CRC

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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,
Statistical Portfolio Estimation
Language: en
Pages: 455
Authors: Masanobu Taniguchi
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: CRC Press

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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
Statistical Estimation
Language: en
Pages: 410
Authors: I.A. Ibragimov
Categories: Mathematics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches
Elliptically Contoured Models in Statistics
Language: en
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Authors: Arjun K. Gupta
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread o
Portfolio Risk Analysis
Language: en
Pages: 400
Authors: Gregory Connor
Categories: Business & Economics
Type: BOOK - Published: 2010-03-15 - Publisher: Princeton University Press

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Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment manag