异端
发表于 2025-3-30 10:39:17
Basic Investment Models and Their Statistical Analysisn this chapter, we consider their interplay and the underlying statistical issues in a classical topic in quantitative finance, namely portfolio theory. Sections 3.2–3.4 give an overview of Markowitz’s mean-variance theory of optimal portfolios, Sharpe’xs CAPM (capital asset pricing model), and the
性行为放纵者
发表于 2025-3-30 13:13:39
Parametric Models and Bayesian Methods for certain parameters. These parameters are assumed to be unknown and to be inferred from the data. A powerful and widely used approach to parametric inference is based on the likelihood function introduced in Section 2.4. We consider in Section 4.1 computational issues and apply maximum likelihoo