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Statistical Portfolio Estimation

About Statistical Portfolio Estimation

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.

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  • Language:
  • English
  • ISBN:
  • 9781032096490
  • Binding:
  • Paperback
  • Pages:
  • 388
  • Published:
  • June 29, 2021
  • Dimensions:
  • 178x254x0 mm.
  • Weight:
  • 684 g.
Delivery: 1-2 weeks
Expected delivery: December 11, 2024

Description of Statistical Portfolio Estimation

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.

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