Buch, Englisch, 386 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 712 g
Buch, Englisch, 386 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 712 g
Reihe: Chapman & Hall/CRC Texts in Statistical Science
ISBN: 978-0-367-65787-1
Verlag: Taylor & Francis Ltd
The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Returns.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.