{"product_id":"statistical-portfolio-estimation-paperback","title":"Statistical Portfolio Estimation - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eMasanobu Taniguchi\u003c\/b\u003e (Author), \u003cb\u003eHiroshi Shiraishi\u003c\/b\u003e (Author), \u003cb\u003eJunichi Hirukawa\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe 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 inference using local asymptotic normality (LAN). The approach is generalized for portfolio estimation, so that many important problems can be covered.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book can primarily be used as a reference by researchers from statistics, mathematics, finance, econometrics, and genomics. It can also be used as a textbook by senior undergraduate and graduate students in these fields.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eMasanobu Taniguchi\u003c\/strong\u003e is a research professor in the Department of Applied Mathematics at Waseda University, Japan. \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eHiroshi Shiraishi\u003c\/strong\u003e is a lecturer in the Laboratory of Mathematics, Jikei University School of Medicine, Japan. \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eJunichi Hirukawa\u003c\/strong\u003e is an associate professor in the Faculty of Science at Niigata University, Japan. \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eHiroko Solvang Kato\u003c\/strong\u003e is a researcher and project leader in the Department of Genetics, Institute for Cancer Research, Oslo University Hospital, Norway.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 388\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.8 x 10 x 7 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e June 30, 2021\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":53849084854579,"sku":"9781032096490","price":156.02,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0300\/5595\/6612\/files\/ZKMSTM8Rc89781032096490.webp?v=1786568003","url":"https:\/\/www.vysn.com\/products\/statistical-portfolio-estimation-paperback","provider":"VYSN","version":"1.0","type":"link"}