{"product_id":"statistical-portfolio-estimation-masanobu-taniguchi-9781466505605","title":"Statistical Portfolio Estimation","description":"\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\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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Masanobu Taniguchi,Hiroshi Shiraishi,Junichi Hirukawa\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1466505605\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781466505605\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/21\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 378\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.15lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 10.10h x 7.00w x 1.00d","brand":"Masanobu Taniguchi","offers":[{"title":"Hardcover","offer_id":48113567662335,"sku":"9781466505605","price":170.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_cdc061c5-2023-41b0-8d02-e55eebb42ce2.jpg?v=1769615871","url":"https:\/\/www.whiterainbookhouse.com\/products\/statistical-portfolio-estimation-masanobu-taniguchi-9781466505605","provider":"WR Book House","version":"1.0","type":"link"}