skip to content
Statistical Portfolio Estimation (1). Preview this item
ClosePreview this item
Checking...

Statistical Portfolio Estimation (1).

Author: Masanobu Taniguchi
Publisher: Philadelphia, PA : CRC Press, 2017-09-01 00:00:00.0.
Edition/Format:   eBook : Document : English
Rating:

(not yet rated) 0 with reviews - Be the first.

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Taniguchi, Masanobu.
Statistical Portfolio Estimation (1).
Philadelphia, PA : CRC Press, 2017-09-01 00:00:00.0
(OCoLC)756596332
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Masanobu Taniguchi
ISBN: 1466505613 9781466505612
OCLC Number: 1003201233
Description: 1 online resource (389) : illustrations
Contents: IntroductionPreliminariesPortfolio Theory for Dependent Return Processes Multiperiod Problem for Portfolio TheoryPortfolio Estimation based on Rank StatisticsPortfolio Estimation Influence by Non-Gaussian Innovatin and Exogenous VariablesNumerical ExamplesTheoretical Foundations and Technicalities

Reviews

Editorial reviews

Publisher Synopsis

"Statistical Portfolio Estimation by Taniguchi et al. is an impressive treatise on the recent developments of modern finance and statistics. This book offers a number of distinctive features, which Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/1003201233> # Statistical Portfolio Estimation (1).
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
   library:oclcnum "1003201233" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/pau> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/4488357158#Place/philadelphia_pa> ; # Philadelphia, PA
   schema:bookFormat schema:EBook ;
   schema:creator <http://experiment.worldcat.org/entity/work/data/4488357158#Person/taniguchi_masanobu> ; # Masanobu Taniguchi
   schema:datePublished "2017/09/01 00:00:00.0" ;
   schema:datePublished "2017" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/4488357158> ;
   schema:genre "Electronic books"@en ;
   schema:inLanguage "en" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/756596332> ;
   schema:name "Statistical Portfolio Estimation (1)."@en ;
   schema:productID "1003201233" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/1003201233#PublicationEvent/philadelphia_pa_crc_press_2017_09_01_00_00_00_0> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/4488357158#Agent/crc_press> ; # CRC Press
   schema:url <http://0-www.crcnetbase.com.wam.leeds.ac.uk/doi/book/10.1201/9781315117355> ;
   schema:url <http://www.crcnetbase.com/doi/book/10.1201/9781315117355> ;
   schema:url <http://www.myilibrary.com?id=1032817> ;
   schema:workExample <http://worldcat.org/isbn/9781466505612> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/1003201233> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/4488357158#Person/taniguchi_masanobu> # Masanobu Taniguchi
    a schema:Person ;
   schema:familyName "Taniguchi" ;
   schema:givenName "Masanobu" ;
   schema:name "Masanobu Taniguchi" ;
    .

<http://experiment.worldcat.org/entity/work/data/4488357158#Place/philadelphia_pa> # Philadelphia, PA
    a schema:Place ;
   schema:name "Philadelphia, PA" ;
    .

<http://worldcat.org/isbn/9781466505612>
    a schema:ProductModel ;
   schema:isbn "1466505613" ;
   schema:isbn "9781466505612" ;
    .

<http://www.worldcat.org/oclc/756596332>
    a schema:CreativeWork ;
   rdfs:label "Statistical Portfolio Estimation (1)." ;
   schema:description "Print version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/1003201233> ; # Statistical Portfolio Estimation (1).
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.