Author:
Shiraishi Hiroshi,Taniguchi Masanobu,Yamashita Takashi
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference24 articles.
1. Differential Geometrical Methods in Statistics;Amari,1985
2. The Theory of Linear Models and Multivariate Analysis;Arnold,1981
3. Optimal versus naive diversification: How inefficient is the 1∕N portfolio strategy?;DeMiguel;Rev. Financ. Stud.,2007
4. An empirical bayes approach to efficient portfolio selection;Frost;J. Financ. Quant. Anal.,1986
5. Statistical Analysis of Stationary Time Series;Grenander,1957
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献