High-dimensionality in Statistics and Portfolio Optimization

Author	: Konstantin Glombek
Publisher	: BoD – Books on Demand
Total Pages	: 150
Release	: 2012
ISBN-10	: 9783844102130
ISBN-13	: 3844102132
Rating	: 4/5 (132 Downloads)

DOWNLOAD EBOOK

Book Synopsis High-dimensionality in Statistics and Portfolio Optimization by : Konstantin Glombek

Download or read book High-dimensionality in Statistics and Portfolio Optimization written by Konstantin Glombek and published by BoD – Books on Demand. This book was released on 2012 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

High-dimensionality in Statistics and Portfolio Optimization Related Books

Language: en
Pages: 150

High-dimensionality in Statistics and Portfolio Optimization

Authors: Konstantin Glombek

Categories:

Type: BOOK - Published: 2012 - Publisher: BoD – Books on Demand

DOWNLOAD EBOOK

Language: en
Pages: 455

Statistical Portfolio Estimation

Authors: Masanobu Taniguchi

Categories: Mathematics

Type: BOOK - Published: 2017-09-01 - Publisher: CRC Press

DOWNLOAD EBOOK

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book

Language: en
Pages: 196

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Authors: Norman R. Swanson

Categories: Business & Economics

Type: BOOK - Published: 2021-08-31 - Publisher: MDPI

DOWNLOAD EBOOK

Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequen

Language: en
Pages: 513

Modern Nonparametric, Robust and Multivariate Methods

Authors: Klaus Nordhausen

Categories: Mathematics

Type: BOOK - Published: 2015-10-05 - Publisher: Springer

DOWNLOAD EBOOK

Written by leading experts in the field, this edited volume brings together the latest findings in the area of nonparametric, robust and multivariate statistica

Language: en
Pages: 363

Statistical Models and Methods for Financial Markets

Authors: Tze Leung Lai

Categories: Business & Economics

Type: BOOK - Published: 2008-09-08 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M.