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Advances in Decision Sciences
Volume 2012 (2012), Article ID 980294, 17 pages
Research Article

Statistically Efficient Construction of α-Risk-Minimizing Portfolio

1School of International Liberal Studies, Waseda University, 1-6-1 Nishi-Waseda, Shinjuku, Tokyo 169-8050, Japan
2Department of Management Science, Faculty of Engineering, Tokyo University of Science, 1-3 Kagurazaka, Shinjuku, Tokyo 162-8601, Japan

Received 21 March 2012; Accepted 19 April 2012

Academic Editor: Masanobu Taniguchi

Copyright © 2012 Hiroyuki Taniai and Takayuki Shiohama. 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.

How to Cite this Article

Hiroyuki Taniai and Takayuki Shiohama, “Statistically Efficient Construction of α-Risk-Minimizing Portfolio,” Advances in Decision Sciences, vol. 2012, Article ID 980294, 17 pages, 2012. doi:10.1155/2012/980294