{"product_id":"statistical-portfolio-estimation-1","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","brand":"Taylor \u0026 Francis Inc","offers":[{"title":"Default Title","offer_id":54262680551768,"sku":"9781466505605","price":173.6,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781466505605.jpg?v=1779341452","url":"https:\/\/agendabookshop.com\/products\/statistical-portfolio-estimation-1","provider":"Agenda Bookshop","version":"1.0","type":"link"}