Cover -- Half Title -- Title -- Copyright -- Contents -- Preface -- Chapter 1. Introduction -- Chapter 2. Preliminaries -- 2.1 Stochastic Processes and Limit Theorems -- Chapter 3. Portfolio Theory for Dependent Return Processes -- 3.1 Introduction to Portfolio Theory -- 3.1.1 M…
"This book presents an overview of the theory and applications of statistical portfolio estimation. The approach is necessarily mathematical, as the financial data involved is non-Gaussian and non-stationary. The book includes the required background in time series analysis and …
The 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 …
"This book presents an overview of the theory and applications of statistical portfolio estimation. The approach is necessarily mathematical, as the financial data involved is non-Gaussian and non-stationary. The book includes the required background in time series analysis and …