Statistical Estimation of Portfolios for Dependent Financial Returns.
Masanobu TaniguchiCathy W. S. ChenJunichi HirukawaHiroshi ShiraishiKenichiro TamakiDavid VeredasPublished in: Adv. Decis. Sci. (2012)
Keyphrases
- statistical estimation
- portfolio optimization
- sharpe ratio
- dow jones
- stock market
- stock price
- image segmentation
- portfolio management
- portfolio selection
- decision making
- risk management
- factor analysis
- financial data
- investment decisions
- robust optimization
- financial crisis
- databases
- database systems
- case study
- neural network