Statistical Portfolio Estimation
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Published By Chapman And Hall/CRC

9781315117355
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Portfolio Estimation Based on Rank Statistics

2017 ◽  
pp. 113-206
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita
Keyword(s):  
Rank Statistics

Numerical Examples

2017 ◽  
pp. 235-281
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita
Keyword(s):  
Numerical Examples

Multiperiod Problem for Portfolio Theory

2017 ◽  
pp. 75-112
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita
Keyword(s):  
Portfolio Theory

Portfolio Theory for Dependent Return Processes

2017 ◽  
pp. 19-74
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita
Keyword(s):  
Portfolio Theory

Portfolio Estimation Influenced by Non-Gaussian Innovations and Exogenous Variables

2017 ◽  
pp. 207-234
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita
Keyword(s):  
Exogenous Variables ◽  
Non Gaussian

Preliminaries

2017 ◽  
pp. 5-17
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita

Introduction

2017 ◽  
pp. 1-3
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita

Theoretical Foundations and Technicalities

2017 ◽  
pp. 283-347
Author(s):  
Masanobu Taniguchi ◽  
Hiroshi Shiraishi ◽  
Junichi Hirukawa ◽  
Hiroko Kato Solvang ◽  
Takashi Yamashita
Keyword(s):  
Theoretical Foundations
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