Erschienen: 23.08.2016 Abbildung von Gupta / Varga / Bodnar | Elliptically Contoured Models in Statistics and Portfolio Theory | Softcover reprint of the original 2nd ed. 2013 | 2016

Gupta / Varga / Bodnar

Elliptically Contoured Models in Statistics and Portfolio Theory

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ca. 106,99 €

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Softcover reprint of the original 2nd ed. 2013 2016. Buch. xx, 321 S. 7 s/w-Abbildungen, 10 s/w-Tabelle, Bibliographien. Softcover

Springer. ISBN 978-1-4939-5328-8

Format (B x L): 15,5 x 23,5 cm

Gewicht: 528 g

In englischer Sprache

Produktbeschreibung

Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.
 

Gesamtwerk

Die 8. Auflage ist wieder auf sechs Bände angelegt. Darin finden sich übersichtlich und in systematischer Gliederung Vertragsmuster aus der Feder erfahrener Experten. Jedem dieser Muster folgen Anmerkungen, mit denen der dem Vertragsentwurf zu Grunde liegende Sachverhalt und die Gründe für die Wahl des spezifischen Formulars erläutert werden.

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