Statistical Portfolio Estimation
| Author | : Masanobu Taniguchi |
| Publisher | : Chapman & Hall/CRC |
| Total Pages | : 0 |
| Release | : 2017-08-21 |
| ISBN-10 | : 1466505605 |
| ISBN-13 | : 9781466505605 |
| Rating | : 4/5 (605 Downloads) |
Book Synopsis Statistical Portfolio Estimation by : Masanobu Taniguchi
Download or read book Statistical Portfolio Estimation written by Masanobu Taniguchi and published by Chapman & Hall/CRC. This book was released on 2017-08-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality.
