Elliptically Contoured Models in Statistics and Portfolio Theory

Elliptically Contoured Models in Statistics and Portfolio Theory

Taras Bodnar


Elliptically Contoured types in information and Portfolio idea totally revises the 1st distinct advent to the speculation of matrix variate elliptically contoured distributions. There are extra chapters, and the entire unique chapters of this vintage textual content were up to date. assets during this publication should be worthwhile for researchers, practitioners, and graduate scholars in facts and similar fields of finance and engineering. these attracted to multivariate statistical research and its software to portfolio conception will locate this article instantly worthwhile. ​In multivariate statistical research, elliptical distributions have lately supplied an alternative choice to the conventional version. Elliptical distributions have additionally elevated their attractiveness in finance due to the skill to version heavy tails often saw in genuine information. many of the paintings, despite the fact that, is unfolded in journals during the international and isn't simply available to the investigators. A noteworthy functionality of this booklet is the gathering of crucial effects at the conception of matrix variate elliptically contoured distributions that have been formerly merely to be had within the journal-based literature. The content material is equipped in a unified demeanour that could serve an a important advent to the subject.

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