Introduction to Statistical Methods for Fi...

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Sprache: Englisch

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Beschreibung

This book introduces the use of statistical concepts and methods to model and analyze financial data, including the market model, the single-index model, and factor models. It contains detailed numerical examples using genuine financial data along with numerous exercises including both questions requiring analytic solutions and

Über den Autor

Thomas A. Severini is a professor of statistics at Northwestern University. He is a fellow of the American Statistical Association and the author of Likelihood Methods in Statistics and Elements of Distribution Theory. He received his PhD in statistics from the University of Chicago. His research areas include likelihood inference, nonparametric and semiparametric methods, and applications to econometrics.

Inhaltsverzeichnis

Returns.

Random Walk Hypothesis.

Portfolios.

Efficient Portfolio Theory.

Estimation.

Capital Asset Pricing Model.

The Market Model.

The Single-Index Model.

Factor Models.

Details

Erscheinungsjahr:	2020
Fachbereich:	Betriebswirtschaft
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	Einband - flex.(Paperback)
ISBN-13:	9780367657871
ISBN-10:	0367657872
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Severini, Thomas A
Hersteller:	Chapman and Hall/CRC
Verantwortliche Person für die EU:	Taylor & Francis Verlag GmbH, Kaufingerstr. 24, D-80331 München, gpsr@taylorandfrancis.com
Maße:	234 x 156 x 21 mm
Von/Mit:	Thomas A Severini
Erscheinungsdatum:	30.09.2020
Gewicht:	0,588 kg