Robust mean-variance portfolio through the weighted $$L^{p}$$ depth function
Work
Year: 2019
Type: article
Source: Annals of Operations Research
Institution University of Naples Federico II
Cites: 37
Cited by: 11
Related to: 10
FWCI: 1.526
Citation percentile (by year/subfield): 79.39
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed