£95.01

CRC Press Statistical Portfolio Estimation

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£100.28 £65.61 £73.17 £80.74 £88.30 £95.87 £103.43 10 June 2024 07 November 2024 06 April 2025 03 September 2025 01 February 2026

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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

Format
hardcover
Domain
Amazon UK
Release Date
21 August 2017
Listed Since
14 October 2011

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