High-dimensionality in statistics and portfolio optimization
Konstantin Glombek
| Year of publication: |
2012 ; 1. Aufl.
|
|---|---|
| Authors: | Glombek, Konstantin |
| Publisher: |
Lohmar : Eul |
| Subject: | semicircle law | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Varianzanalyse | Analysis of variance | Lineare Algebra | Linear algebra | Induktive Statistik | Statistical inference | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | USA | United States | Portfolio Selection | Aktienrendite | Hochdimensionale Daten | Multivariate Varianzanalyse | Inferenzstatistik | 1980-2011 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVI, 130 S. graph. Darst. 22 cm |
|---|---|
| Series: | Reihe Quantitative Ökonomie : Ökon. - Lohmar : Eul, ZDB-ID 1021868-3. - Vol. Bd. 175 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Diss., 2012 |
| ISBN: | 978-3-8441-0213-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013360879