Statistical Portfolio Estimation

By:

Taniguchi, Masanobu

Contributor(s):

Publication details: Chapman & Hall : CRC Press, 2017 2018 Boca RatonDescription: 377ISBN:

9781466505605

Subject(s):

DDC classification:

332.601 TAN

Summary: "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."

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	Symbiosis Institute of Business Management - Hyderabad General	Text Book	332.601 TAN (Browse shelf(Opens below))	Available		SIBMH-B-10708

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"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."

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