Optimal portfolios with end-of-period target
DOI10.1155/2012/703465zbMATH Open1233.91252OpenAlexW1966114948WikidataQ58697837 ScholiaQ58697837MaRDI QIDQ764803FDOQ764803
Authors: Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, Masanobu Taniguchi 
Publication date: 14 March 2012
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1854/LU-8649388
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Cites Work
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- Empirical Characteristic Function Estimation and Its Applications
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- Sieve bootstrap for time series
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
- Empirical likelihood and general estimating equations
- Jackknife, bootstrap and other resampling methods in regression analysis
- Empirical likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Numerical calculation of stable densities and distribution functions
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Uses Software
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