Statistical estimation of optimal portfolios for dependent returns of assets

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Material Type: 博士論文
Title: Statistical estimation of optimal portfolios for dependent returns of assets
Author/Editor: Hiroshi Shiraishi [著]
Author Heading: 白石, 博シライシ, ヒロシ
Publication, Distribution, etc.: [Hiroshi Shiraishi]
Publication Date: [2007]
Publication Date (W3CDTF): 2007
Extent: 1冊
Alternative Title: 金融資産の収益率過程に従属性がある場合の最適ポートフォリオの統計的推定キンユウシサンノシュウエキリツカテイニジュウゾクセイガアルバアイノサイテキポートフォリオノトウケイテキスイテイ
Degree grantor/type: 早稲田大学
Date Granted: 平成19年10月25日
Date Granted (W3CDTF): 2007
Dissertation Number: 甲第2504号
Degree Type: 博士 (理学)
Note (Dissertation): 博士論文
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: UT51
Note (General): 博士論文
Holding library: 国立国会図書館
Call No.: UT51-2008-B779
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000009364691
http://id.ndl.go.jp/bib/000009364691
Bibliographic Record Category (NDL): 213