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

    ASJC Scopus subject areas

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

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