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 journal › Editorial

Original language	English
Article number	681490
Journal	Advances in Decision Sciences
Volume	2012
DOIs	https://doi.org/10.1155/2012/681490
Publication status	Published - 2012 Oct 29

Cite this

@article{1fdd8e883f534dc1b97e054b6992fa0a,

title = "Statistical estimation of portfolios for dependent financial returns",

author = "Masanobu Taniguchi and Chen, {Cathy W.S.} and Junichi Hirukawa and Hiroshi Shiraishi and Kenichiro Tamaki and David Veredas",

year = "2012",

month = oct,

day = "29",

doi = "10.1155/2012/681490",

language = "English",

volume = "2012",

journal = "Advances in Decision Sciences",

issn = "2090-3359",

publisher = "Hindawi Publishing Corporation",

}

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AU - Taniguchi, Masanobu

AU - Chen, Cathy W.S.

AU - Hirukawa, Junichi

AU - Shiraishi, Hiroshi

AU - Tamaki, Kenichiro

AU - Veredas, David

PY - 2012/10/29

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VL - 2012

JO - Advances in Decision Sciences

JF - Advances in Decision Sciences

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