Statistical Portfolio Estimation
Publication details: Chapman & Hall : CRC Press, 2017 2018 Boca RatonDescription: 377ISBN:- 9781466505605
- 332.601 TAN
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 |
"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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