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(Ebook) Statistical Portfolio Estimation by Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita ISBN 9781315117355, 9781351634137, 9781351643627, 9781466505605, 9781466505612, 1315117355, 1351634135, 1351643622, 1466505605

  • SKU: EBN-6750432
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Authors:Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita
Pages:405 pages.
Year:2018
Editon:1
Publisher:CRC Press;Chapman and Hall/CRC
Language:english
File Size:6.64 MB
Format:pdf
ISBNS:9781315117355, 9781351634137, 9781351643627, 9781466505605, 9781466505612, 1315117355, 1351634135, 1351643622, 1466505605
Categories: Ebooks

Product desciption

(Ebook) Statistical Portfolio Estimation by Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita ISBN 9781315117355, 9781351634137, 9781351643627, 9781466505605, 9781466505612, 1315117355, 1351634135, 1351643622, 1466505605

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. 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.

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