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£95.01

CRC Press Statistical Portfolio Estimation

Name: Statistical Portfolio Estimation
Brand: CRC Press
Price: 95.01 GBP
Availability: InStock

Econometrics

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Description

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 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, non-stationary processes, and the book provides a framework for statistical inference using local asymptotic normality (LAN). The approach is generalized for portfolio estimation, so that many important problems can be covered. This book can primarily be used as a reference by researchers from statistics, mathematics, finance, econometrics, and genomics. It can also be used as a textbook by senior undergraduate and graduate students in these fields.

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 1466505605
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 21 August 2017
Listed Since: 14 October 2011

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CRC Press Statistical Portfolio Estimation

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