STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY...

International Journal of Theoretical and Applied Finance 2007 / 02 Vol. 10; Iss. 1

STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS

SHIRAISHI, HIROSHI, TANIGUCHI, MASANOBU
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Volume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004093
Date:
February, 2007
File:
PDF, 330 KB
english, 2007
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