We propose to compute the implied expected returns from several candidate mean-variance efficient portfolios, exploiting the fundamental relation between the expected returns, covariance matrix and the corresponding set of mean-variance efficient portfolios. Over the 1987-2012 period and for the...

Design patterns describe both structure, behavior of classes and their relationships. They can improve software documentation, speed up the development process and enable large-scale reuse of software architectures. This article presents a multiple levels detection approach (MLDA) to recover...