"A Robust Statistics Approach to Minimum Variance Portfolio Optimization."

Liusha Yang, Romain Couillet, Matthew R. McKay (2015)

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DOI: 10.1109/TSP.2015.2474298

access: closed

type: Journal Article

metadata version: 2020-03-10

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Liusha Yang, Romain Couillet, Matthew R. McKay:
A Robust Statistics Approach to Minimum Variance Portfolio Optimization. IEEE Trans. Signal Process. 63(24): 6684-6697 (2015)

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