Statistical estimation of optimal portfolios for locally stationary returns of assets
Year of publication: |
2007
|
---|---|
Authors: | Shiraishi, Hiroshi ; Taniguchi, Masanobu |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 1, p. 129-154
|
Subject: | Portfolio-Management | Portfolio selection | Statistische Methode | Statistical method |
-
Financial risk modelling and portfolio optimization with R
Pfaff, Bernhard, (2016)
-
Financial risk modelling and portfolio optimization with R
Pfaff, Bernhard, (2013)
-
Risk control of mean-reversion time in statistical arbitrage
Yeo, Joongyeub, (2017)
- More ...
-
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
Shiraishi, Hiroshi, (2008)
-
Statistical portfolio estimation
Taniguchi, Masanobu, (2018)
-
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
Shiraishi, Hiroshi, (2008)
- More ...