Statistical Portfolio Estimation (Record no. 660996)

MARC details
000 -LEADER
fixed length control field 01118 a2200229 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 200605b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781466505605
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.601
Cutter TAN
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Taniguchi, Masanobu,
245 ## - TITLE STATEMENT
Title Statistical Portfolio Estimation
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Chapman & Hall : CRC Press, 2017
Date of publication, distribution, etc 2018
Place of publication, distribution, etc Boca Raton
300 ## - PHYSICAL DESCRIPTION
Extent 377
520 ## - SUMMARY, ETC.
Summary, etc <br/>"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."
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistical methods
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Portfolio management
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Hirukawa, Junichi
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Solvang, Hiroko Kato
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Cost, replacement price Koha item type
    Dewey Decimal Classification     Text Book Symbiosis Institute of Business Management - Hyderabad Symbiosis Institute of Business Management - Hyderabad General 16/03/2020 Shah Book House 6077.12 332.601 TAN SIBMH-B-10708 16/03/2020 9349.43 Books