Statistical Estimation of Portfolios for Dependent Financial Returns
نویسندگان
چکیده
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
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ورودعنوان ژورنال:
- ADS
دوره 2012 شماره
صفحات -
تاریخ انتشار 2012