Statistical Portfolio Estimation
Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi YamashitaThis book presents an overview of the theory and applications of statistical portfolio estimation. The approach is necessarily mathematical, as the financial data involved is non-Gaussian and non-stationary. The book includes the required background in time series analysis and portfolio theory. It features applications to insurance and finance, and some interesting applications to biomedical and genetic data. MATLAB® and R code for all the examples are available via the book website.
श्रेणियाँ:
साल:
2018
संस्करण:
1
प्रकाशन:
CRC Press;Chapman and Hall/CRC
भाषा:
english
पृष्ठ:
405
ISBN 10:
1466505605
ISBN 13:
9781466505612
श्रृंखला:
A Chapman & Hall book
फ़ाइल:
PDF, 6.64 MB
IPFS:
,
english, 2018