A Robust Statistics Approach to Minimum Variance Portfolio Optimization.

Liusha Yang Romain Couillet Matthew R. McKay

Published in: IEEE Trans. Signal Process. (2015)

Keyphrases

minimum variance
robust statistics
portfolio optimization
shape from shading
portfolio selection
problems involving
optical flow
stock market
risk management
factor analysis
robust optimization
optimization methods
stock price
bi objective
stock exchange
least squares
motion estimation
exchange rate