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Statistical Portfolio Estimation by Masanobu Taniguchi Paperback Book

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By Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita. Junichi Hirukawa is an associate professor in the Faculty of Science at Niigata University, Japan. —Professor Ngai Hang Chan, Choh-Ming Li Chair Professor of Statistics, The Chinese University of Hong Kong, Shatin, NT, Hong Kong"The problem of portfolio estimation has had a very large growth since the pioneering work of Markowitz and others in the 1950s.

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