Statistical Portfolio Estimation
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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...
Format:Paperback
Language:English
ISBN:1032096497
ISBN13:9781032096490
Release Date:June 2021
Publisher:CRC Press
Length:388 Pages
Weight:1.48 lbs.
Dimensions:0.8" x 7.0" x 10.0"
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