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International Association of Decision Sciences (IADS)

International Association of Decision Sciences (IADS)

Published by Asia University, Taiwan

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Statistical Estimation of Portfolios for Dependent Financial Returns

Posted on October 19, 2018October 19, 2018 by admin

Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas

  • Statistical Estimation of Portfolios for Dependent Financial Returns, Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas 
    Editorial (3 pages), Article ID 681490, Volume 2012 (2012)
  • Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes, Junichi Hirukawa 
    Research Article (15 pages), Article ID 572919, Volume 2012 (2012)
  • Asymptotic Optimality of Estimating Function Estimator for CHARN Model, Tomoyuki Amano 
    Research Article (11 pages), Article ID 515494, Volume 2012 (2012)
  • Optimal Portfolio Estimation for Dependent Financial Returns with Generalized Empirical Likelihood, Hiroaki Ogata 
    Research Article (8 pages), Article ID 973173, Volume 2012 (2012)
  • Statistically Efficient Construction of α-Risk-Minimizing Portfolio, Hiroyuki Taniai and Takayuki Shiohama 
    Research Article (17 pages), Article ID 980294, Volume 2012 (2012)
  • Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method, Hiroaki Ogata 
    Research Article (22 pages), Article ID 704693, Volume 2012 (2012)
  • A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios, Hiroshi Shiraishi 
    Research Article (13 pages), Article ID 341476, Volume 2012 (2012)
  • On the Causality between Multiple Locally Stationary Processes, Junichi Hirukawa 
    Research Article (15 pages), Article ID 261707, Volume 2012 (2012)
  • Optimal Portfolios with End-of-Period Target, Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, and Masanobu Taniguchi 
    Research Article (13 pages), Article ID 703465, Volume 2012 (2012)
  • Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance, Junichi Hirukawa and Mako Sadakata 
    Research Article (16 pages), Article ID 893497, Volume 2012 (2012)
  • Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables, Kenta Hamada, Dong Wei Ye, and Masanobu Taniguchi 
    Research Article (15 pages), Article ID 127571, Volume 2012 (2012)
  • Statistical Estimation for CAPM with Long-Memory Dependence, Tomoyuki Amano, Tsuyoshi Kato, and Masanobu Taniguchi 
    Research Article (12 pages), Article ID 571034, Volume 2012 (2012)
Posted in Special Issues

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Michael McAleer
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University Chair Professor
Asia University, Taiwan
michael.mcaleer@gmail.com

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About This Site

Advances in Decision Sciences is a peer-reviewed, Open Access journal that publishes original research articles as well as review articles in all areas of decision sciences.

ISSN 2090-3359 (Print)
ISSN 2090-3367 (Online)

 

2.2
2018CiteScore
Statistics and Probability
71% (#65/223) (Q2)
Applied Mathematics
62% (#180/482) (Q2)
Computational Mathematics
58% (#63/150) (Q2)
General Decision Sciences
46% (#19/35) (Q3)
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