Correlation structure forecasting \& ex ante portfolio selection strategies in the Japan market

DOI10.1007/BF02425228zbMath1153.91726MaRDI QIDQ1000371

Yan-Ki Ho Richard, Siu-Kuen Lee Raymond

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Unnamed Item
• Estimation for Markowitz Efficient Portfolios

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