Statistical portfolio estimation

Author(s)

• 谷口, 正信 タニグチ, マサノブ
• Shiraishi, Hiroshi
• Hirukawa, Junichi
• Solvang, Hiroko Kato
• Yamashita, Takashi

Bibliographic Information

Statistical portfolio estimation

Masanobu Taniguchi ... [et al.]

CRC Press, c2018

• : hardback

Note

Other authors: Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita

Includes bibliographical references (p. 349-364) and indexes

"A Chapman & Hall book"

Details

• NCID: BB24371529
• ISBN:
  • 9781466505605
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: x, 377 p.
• Size: 26 cm
• Classification:
  • LCC : HG176.5
  • DC23 : 332.601/5195
• Subject Headings:
  • LCSH : Finance -- Statistical methods
  • LCSH : Finance -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models