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Portfolio Selection with Robust Estimation.

Victor DeMiguelFrancisco J. Nogales
Published in: Oper. Res. (2009)
Keyphrases
  • robust estimation
  • portfolio selection
  • least squares
  • range image segmentation
  • robust estimator
  • robust optimization
  • robust statistical
  • financial markets
  • optimal portfolio
  • multiple objectives
  • motion field