3 research outputs found
Applications of Robust Statistics in Portfolio Theory
- Author
- Bartosz Kaszuba
- Bvm Mendes
- C Croux
- C Papahristodoulou
- C Perret-Gentil
- D E Tyler
- D L Donoho
- D L Donoho
- D L Donoho
- D M Rocke
- E Roelant
- F A Alqallaf
- F Alqallaf
- F Black
- F R Hampel
- F R Hampel
- F R Hampel
- G J Lauprete
- H P Lopuhaa
- H P Lopuhaa
- H P Lopuhaa
- J A Khan
- J Chilson
- J D Jobson
- J T Kent
- J T Kent
- K S Tatsuoka
- M J Best
- M Salibian-Barrera
- N Wang
- P J Huber
- P J Huber
- P J Rousseeuw
- P J Rousseeuw
- P J Rousseeuw
- P J Rousseeuw
- P L Davies
- P L Davies
- R A Maronna
- R A Maronna
- R E Welsch
- R Gnanadesikan
- R Maronna
- R Maronna
- R W Butler
- R0 Michaud
- V Demiguel
- V Demiguel
- V J Yohai
- V K Chopra
- V Todorov
- Wa
- X Zhou
- Y Zuo
- Z Wang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Robust portfolio asset allocation and risk measures
- Author
- A. Ben Tal
- A. G. Quaranta
- A. Gaivoronski
- A. J. McNeil
- A. Ling
- B. V. Halldórsson
- B. V. M. Mendes
- D. Bienstock
- D. Denneberg
- D. Goldfarb
- D. S. Huang
- E. D. Andersen
- F. Alizadeh
- F. Black
- F. J. Fabozzi
- F. J. Fabozzi
- F. Lutgens
- G. J. Lauprete
- H. Föllmer
- H. Föllmer
- H. Markowitz
- J. Dhaene
- J. Dhaene
- J. Stürm
- K. Natarajan
- L. El Ghaoui
- L. K. C. Chan
- L. Vandenberghe
- M. Broadie
- M. E. Yaari
- M. G. Scutellà
- M. Hellmich
- M. J. Todd
- M. S. Lobo
- Maria Grazia Scutellà
- P. Artzner
- P. J. Huber
- R. A. Waltz
- R. Byrd
- R. E. Welsch
- R. H. Tütüncü
- R. Jagannathan
- R. O. Michaud
- R. Recchia
- R. Saigal
- R. T. Rockafellar
- R. T. Rockafellar
- R. T. Rockafellar
- Raffaella Recchia
- S. S. Zhu
- S. S. Zhu
- S. Wang
- S. Zymler
- V. DeMiguel
- V. K. Chopra
- Y. Nesterov
- Y. Nesterov
- Z. Lu
- Z. Lu
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
A test for the weights of the global minimum variance portfolio in an elliptical model
- Author
- A Manzotti
- A Zellner
- AC MacKinley
- AK Gupta
- BC Sutradhar
- CR Heathcote
- CR Rao
- D Nelson
- DJ Hodgson
- EF Fama
- EF Fama
- G Zhou
- GA Chamberlain
- GJ Lauprete
- H Markowitz
- H Markowitz
- J Fleming
- J Owen
- J Shanken
- J Tu
- JB Berk
- JD Jobson
- JD Jobson
- JE Stiglitz
- KT Fang
- KT Fang
- KT Fang
- L Baringhaus
- LKC Chan
- LX Zhu
- M Britten-Jones
- M Gibbons
- MFM Osborne
- MJ Best
- MR Gibbons
- N Barberis
- R Beran
- RC Merton
- RF Engle
- RF Stambaugh
- RJ Muirhead
- S Kandel
- ST Rachev
- T Bollerslev
- Taras Bodnar
- TG Andersen
- TG Andersen
- VK Chopra
- WH Greene
- Wolfgang Schmid
- Y Kroll
- Y Okhrin
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study