Elliptically contoured models in statistics and portfolio theory

Author(s)

• Gupta, A. K. (Arjun K.)
• Varga, T. (Tamas)
• Bodnar, Taras

Bibliographic Information

Elliptically contoured models in statistics and portfolio theory

Arjun K. Gupta, Tamas Varga, Taras Bodnar

Springer, c2013

2nd ed

• : [hardback]
• : pbk

Note

Includes bibliographical references (p. 303-311) and indexes

Details

• NCID: BB13713733
• ISBN:
  • 9781461481539
  • 9781493953288
• LCCN: 2013945413
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xx, 321 p.
• Size: 25 cm
• Classification:
  • DC23 : 519.24
• Subject Headings:
  • LCSH : Distribution (Probability theory)
  • LCSH : Multivariate analysis
  • LCSH : Portfolio management -- Mathematical models