{"product_id":"statistical-portfolio-estimation-paperback-softback","title":"Statistical Portfolio Estimation - Paperback \/ softback","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.This 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","offers":[{"title":"Default Title","offer_id":44577105117422,"sku":"9781032096490","price":99.2,"currency_code":"AUD","in_stock":true}],"url":"https:\/\/bookland.com.au\/products\/statistical-portfolio-estimation-paperback-softback","provider":"Book Land AU","version":"1.0","type":"link"}