Statistical Portfolio Estimation /
"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...
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Bibliographic Details
| Main Author: |
Taniguchi, Masanobu
(Author) |
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| Corporate Author: |
Taylor & Francis |
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| Other Authors: |
Shiraishi, Hiroshi,
Hirukawa, Junichi,
Solvang, Hiroko Kato,
Yamashita, Takashi |
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| Format: | eBook
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| Language: | English |
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| Published: |
Boca Raton, FL :
CRC Press,
2017.
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| Edition: | First edition. |
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| Subjects: | |
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| Online Access: | Connect to the full text of this electronic book
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