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Advances in Decision Sciences (ADS)

Advances in Decision Sciences (ADS)

Published by Asia University, Taiwan

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Statistical Estimation of Portfolios for Dependent Financial Returns

Posted on October 19, 2018May 29, 2022 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)
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Advances in Decision Sciences is a double-blind, 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)

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If the paper is accepted, we will charge a USD 300 publication fee for each submission received after January 01, 2022. However, we will consider giving authors a discount for very good papers or waiving the entire publication fee.

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