Statistical Portfolio Estimation - Taniguchi, Masanobu (Waseda University, Tokyo, Japan) - Books - Taylor & Francis Ltd - 9781032096490 - June 30, 2021
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Taniguchi, Masanobu (Waseda University, Tokyo, Japan)
Statistical Portfolio Estimation 1st edition

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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. <

388 pages, 66 Illustrations, black and white

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 30, 2021
ISBN13 9781032096490
Publishers Taylor & Francis Ltd
Pages 388
Dimensions 150 × 220 × 10 mm   ·   684 g
Language English  

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