Robust estimation of the covariance matrix for the optimal selection of investment portfolios

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Bibliographic Details
Main Author:	Daniela Gutiérrez Sepúlveda
Format:	Artículo científico
Language:	en
Published:	Universidad Nacional de Colombia 2018
Subjects:	Ingeniería MCD trimmean rolling horizon Robust covariance matrix and Mahalanobis distance
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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