This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced,

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

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

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