Hallo! Tracked shipping to Netherlands with Delivery Duty Paid for just €7 

Ship to
Netherlands
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Statistical Portfolio Estimation
Type
Physical Book
Publisher
Author
Language
English
Pages
388
Format
Paperback
ISBN13
9781032096490
Edition No.
1

Statistical Portfolio Estimation

Masanobu Taniguchi; Hiroshi Shiraishi; Junichi Hirukawa; Hiroko Kato Solvang (Author) · Routledge · Paperback

Statistical Portfolio Estimation - Masanobu Taniguchi; Hiroshi Shiraishi; Junichi Hirukawa; Hiroko Kato Solvang

Cheaper New Book Imported to Netherlands
Delivery: 28 Sep - 05 Oct Shipping: 19 to 23 business days.
€ 72,30
Faster New Book Imported to Netherlands
Delivery: 08 Sep - 10 Sep Shipping: 5 to 6 business days.
€ 116,52
Import costs and 9% BTW included in the price ✅
€ 72,30

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Statistical Portfolio Estimation "

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 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, non-stationary processes, and the book provides a framework for statistical inference using local asymptotic normality (LAN). The approach is generalized for portfolio estimation, so that many important problems can be covered.This book can primarily be used as a reference by researchers from statistics, mathematics, finance, econometrics, and genomics. It can also be used as a textbook by senior undergraduate and graduate students in these fields.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Paperback.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews