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 journalEditorialpeer-review

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

ASJC Scopus subject areas

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

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