Statistical Estimation of Portfolios for Dependent Financial Returns | Zendy

Masanobu Taniguchi | Zendy; Cathy W. S. Chen | Zendy; Junichi Hirukawa | Zendy; Hiroshi Shiraishi | Zendy; Kenichiro Tamaki | Zendy; David Veredas | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Statistical Estimation of Portfolios for Dependent Financial Returns

Author(s) -

Masanobu Taniguchi,

Cathy W. S. Chen,

Junichi Hirukawa,

Hiroshi Shiraishi,

Kenichiro Tamaki,

David Veredas

Publication year - 2012

Publication title -

advances in decision sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.178

H-Index - 13

eISSN - 2090-3367

pISSN - 2090-3359

DOI - 10.1155/2012/681490

Subject(s) - estimation , finance , business , econometrics , economics , financial system , management

1 Department of Applied Mathematics, Waseda University, Tokyo 169-8555, Japan 2 Department of Statistics/Graduate Institute of Statistics & Actuarial Science, Feng Chia University Taichung 407, Taiwan 3 Department of Mathematics, Faculty of Science, Niigata University, Niigata 950-2181, Japan 4 The Jikei University School of Medicine, Tokyo 105-8461, Japan 5 ECARES-Solvay Brussels School of Economics and Management, Universite Libre de Bruxelles, 1050 Brussels, Belgium

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research