Statistical portfolio estimation
Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, and Takashi Yamashita
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Taniguchi, Masanobu ; Shiraishi, Hiroshi ; Hirukawa, Junichi ; Solvang, Hiroko Kato ; Yamashita, Takashi |
| Publisher: |
Boca Raton : CRC press |
| Subject: | Portfolio-Management | Portfolio selection | Financial Engineering | Financial engineering | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | x, 377 Seiten Illustrationen 26 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 978-1-4665-0560-5 ; 978-1-315-11735-5 ; 978-1-351-64362-7 ; 978-1-4665-0561-2 ; 978-1-351-63413-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669679