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 provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are i...
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This book focuses on all-pairwise multiple comparisons of means in multi-sample models, introducing closed testing procedures based on maximum absolute values of some two-sample t-test statistics and on F-test statistics in homoscedastic multi-sample models. It shows that (1) the multi-step procedur...
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La historia de un amor tan turbulento y apasionado como la Francia revolucionaria que lo acoge. Francia, 1789. Cuando los nobles son acorralados y el Antiguo Régimen está a punto de caer bajo el impulso de los ideales revolucionarios, los destinos de Charles de l´Eperay y Judith de Monterlant se c...
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