Statistical Portfolio Estimation
Taniguchi, Masanobu,
Statistical Portfolio Estimation - Boca Raton Chapman & Hall : CRC Press, 2017 2018 - 377
"This 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."
9781466505605
Mathematical models
Finance
Statistical methods
Mathematical models
Portfolio management
332.601 / TAN
Statistical Portfolio Estimation - Boca Raton Chapman & Hall : CRC Press, 2017 2018 - 377
"This 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."
9781466505605
Mathematical models
Finance
Statistical methods
Mathematical models
Portfolio management
332.601 / TAN
