| 000 | 01118 a2200229 4500 | ||
|---|---|---|---|
| 999 |
_c660996 _d660996 |
||
| 008 | 200605b ||||| |||| 00| 0 eng d | ||
| 020 | _a9781466505605 | ||
| 082 |
_a332.601 _bTAN |
||
| 100 | _aTaniguchi, Masanobu, | ||
| 245 | _aStatistical Portfolio Estimation | ||
| 260 |
_bChapman & Hall : CRC Press, 2017 _c2018 _aBoca Raton |
||
| 300 | _a377 | ||
| 520 | _a "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 | _aMathematical models | ||
| 650 | _a Finance | ||
| 650 | _aStatistical methods | ||
| 650 | _aMathematical models | ||
| 650 | _aPortfolio management | ||
| 700 | _aHirukawa, Junichi | ||
| 700 | _aSolvang, Hiroko Kato | ||
| 942 |
_2ddc _cB |
||