Robust estimation of efficient mean–variance frontiers
Luigi Grossi () and
Fabrizio Laurini ()
Advances in Data Analysis and Classification, 2011, vol. 5, issue 1, pages 3-22
Keywords: Efficient frontiers; Forward search; Multivariate outlier detection; Portfolio allocation; 62F35; 62P20 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:spr:advdac:v:5:y:2011:i:1:p:3-22
Ordering information: This journal article can be ordered from
Access Statistics for this article
Advances in Data Analysis and Classification is edited by H.-H. Bock, W. Gaul, A. Okada and M. Vichi
More articles in Advances in Data Analysis and Classification from Springer
Series data maintained by Guenther Eichhorn ().