A Robust Statistics Approach to Minimum Variance Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2015
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2015.2474298