Work

A Robust Estimator of the Efficient Frontier

Year: 2019

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3469961

Author: Marcos López de Prado

Institution: Cornell University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2986879146

Cites: 16

Cited by: 13

Related to: 10