"Performance Analysis and Optimal Selection of Large Minimum Variance ..."

Francisco Rubio, Xavier Mestre, Daniel P. Palomar (2012)

> Home

Details and statistics

DOI: 10.1109/JSTSP.2012.2202634

access: closed

type: Journal Article

metadata version: 2020-07-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jstsp/RubioMP12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jstsp/RubioMP12
Francisco Rubio, Xavier Mestre, Daniel P. Palomar:
Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk. IEEE J. Sel. Top. Signal Process. 6(4): 337-350 (2012)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.