Statistical Portfolio Estimation
Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi YamashitaThis 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.
Kategorie:
Rok:
2018
Wydanie:
1
Wydawnictwo:
CRC Press;Chapman and Hall/CRC
Język:
english
Strony:
405
ISBN 10:
1466505605
ISBN 13:
9781466505612
Serie:
A Chapman & Hall book
Plik:
PDF, 6.64 MB
IPFS:
,
english, 2018