scientific article; zbMATH DE number 6766521

MaRDI QIDQ5350358zbMATH OpenFDO

Authors Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita

Publication date 29 August 2017

Full work available at URL https://www.taylorfrancis.com/books/9781466505612

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Portfolio theory (91G10) Statistical methods; risk measures (91G70)

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