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Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2017-08-21 - Publisher: Chapman & Hall/CRC
This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced,
Language: en
Pages: 455
Pages: 455
Type: BOOK - Published: 2017-09-01 - Publisher: CRC Press
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
Language: en
Pages: 410
Pages: 410
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 336
Pages: 336
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread o
Language: en
Pages: 400
Pages: 400
Type: BOOK - Published: 2010-03-15 - Publisher: Princeton University Press
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment manag