Statistical Estimation of Portfolios for Dependent Financial Returns
Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
- Optimal Portfolios with End-of-Period Target, Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, and Masanobu Taniguchi
Volume 2012 (2012), Article ID 703465, 13 pages - Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance, Junichi Hirukawa and Mako Sadakata
Volume 2012 (2012), Article ID 893497, 16 pages - Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables, Kenta Hamada, Dong Wei Ye, and Masanobu Taniguchi
Volume 2012 (2012), Article ID 127571, 15 pages - Statistical Estimation for CAPM with Long-Memory Dependence, Tomoyuki Amano, Tsuyoshi Kato, and Masanobu Taniguchi
Volume 2012 (2012), Article ID 571034, 12 pages
More articles will be published in this Special Issue.