Robust estimation of efficient mean–variance frontiers
| Year of publication: |
2011
|
|---|---|
| Authors: | Grossi, Luigi ; Laurini, Fabrizio |
| Published in: |
Advances in Data Analysis and Classification. - Springer. - Vol. 5.2011, 1, p. 3-22
|
| Publisher: |
Springer |
| Subject: | Efficient frontiers | Forward search | Multivariate outlier detection | Portfolio allocation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925444