Robust estimation of efficient mean-variance frontiers (Q2442794): Difference between revisions

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+Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
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+Fast Very Robust Methods for the Detection of Multiple Outliers
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+Robust diagnostic regression analysis
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+Exploring multivariate data with the forward search.
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+The forward search: theory and data analysis
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+Computing efficient frontiers using estimated parameters
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+Portfolio Selection with Robust Estimation
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+A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
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+Finding an Unknown Number of Multivariate Outliers
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+Robust bivariate boxplots and multiple outlier detection.
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+Publication:2442794