Robust estimation of efficient mean–variance frontiers

Luigi Grossi and Fabrizio Laurini ()

Advances in Data Analysis and Classification, 2011, vol. 5, issue 1, 3-22

Keywords: Efficient frontiers; Forward search; Multivariate outlier detection; Portfolio allocation; 62F35; 62P20 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11634-010-0082-3

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