Statistical estimation of portfolios for dependent financial returns

Masanobu Taniguchi, Cathy W S Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, David Veredas

Research output: Contribution to journalArticle

Original languageEnglish
Article number681490
JournalAdvances in Decision Sciences
Volume2012
DOIs
Publication statusPublished - 2012
Externally publishedYes

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Statistical Estimation
Dependent
Statistical estimation
Financial returns

ASJC Scopus subject areas

  • Decision Sciences(all)
  • Applied Mathematics
  • Computational Mathematics
  • Statistics and Probability

Cite this

Taniguchi, M., Chen, C. W. S., Hirukawa, J., Shiraishi, H., Tamaki, K., & Veredas, D. (2012). Statistical estimation of portfolios for dependent financial returns. Advances in Decision Sciences, 2012, [681490]. https://doi.org/10.1155/2012/681490

Statistical estimation of portfolios for dependent financial returns. / Taniguchi, Masanobu; Chen, Cathy W S; Hirukawa, Junichi; Shiraishi, Hiroshi; Tamaki, Kenichiro; Veredas, David.

In: Advances in Decision Sciences, Vol. 2012, 681490, 2012.

Research output: Contribution to journalArticle

Taniguchi, Masanobu ; Chen, Cathy W S ; Hirukawa, Junichi ; Shiraishi, Hiroshi ; Tamaki, Kenichiro ; Veredas, David. / Statistical estimation of portfolios for dependent financial returns. In: Advances in Decision Sciences. 2012 ; Vol. 2012.
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