The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book

when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment manag

In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread o