"Portfolio Selection with Robust Estimation."

Victor DeMiguel, Francisco J. Nogales (2009)

> Home

Details and statistics

DOI: 10.1287/OPRE.1080.0566

access: closed

type: Journal Article

metadata version: 2024-05-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ior/DeMiguelN09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ior/DeMiguelN09
Victor DeMiguel, Francisco J. Nogales:
Portfolio Selection with Robust Estimation. Oper. Res. 57(3): 560-577 (2009)

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.