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Statistical Portfolio Estimation

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


"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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