A kernel density estimation-maximum likelihood approach to risk analysis of portfolio

Junzo Watada

    研究成果: Conference contribution

    1 被引用数 (Scopus)

    抄録

    Nowadays one of the most studied issues in economic or finance field is to get the best possible return with the minimum risk. Therefore, the objective of the paper is to select the optimal investment portfolio from SP500 stock market and CBOE Interest Rate 10-Year Bond to obtain the minimum risk in the financial market.

    本文言語English
    ホスト出版物のタイトル2013 IEEE 8th International Symposium on Intelligent Signal Processing, WISP 2013 - Proceedings
    出版社IEEE Computer Society
    ページ37-42
    ページ数6
    ISBN(印刷版)9781467345439
    DOI
    出版ステータスPublished - 2013
    イベント2013 IEEE 8th International Symposium on Intelligent Signal Processing, WISP 2013 - Funchal, Madeira
    継続期間: 2013 9 162013 9 18

    Other

    Other2013 IEEE 8th International Symposium on Intelligent Signal Processing, WISP 2013
    CityFunchal, Madeira
    Period13/9/1613/9/18

    ASJC Scopus subject areas

    • Artificial Intelligence
    • Signal Processing

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