"Robust estimation of efficient mean-variance frontiers."

Luigi Grossi, Fabrizio Laurini (2011)

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DOI: 10.1007/S11634-010-0082-3

access: closed

type: Journal Article

metadata version: 2020-04-01

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Luigi Grossi, Fabrizio Laurini:
Robust estimation of efficient mean-variance frontiers. Adv. Data Anal. Classif. 5(1): 3-22 (2011)

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