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Advances in Decision Sciences
Volume 2012 (2012), Article ID 127571, 15 pages
http://dx.doi.org/10.1155/2012/127571
Research Article

Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables

Department of Applied Mathematics, School of Fundamental Science and Engineering, Waseda University, Tokyo 169-8050, Japan

Received 8 September 2011; Accepted 15 November 2011

Academic Editor: Cathy W. S. Chen

Copyright © 2012 Kenta Hamada et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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