Robust mean-variance portfolio through the weighted $$L^{p}$$ depth function
Crossref DOI link: https://doi.org/10.1007/s10479-019-03474-x
Published Online: 2019-11-23
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pandolfo, Giuseppe http://orcid.org/0000-0003-3668-0389
Iorio, Carmela
Siciliano, Roberta
D’Ambrosio, Antonio
Text and Data Mining valid from 2019-11-23
Version of Record valid from 2019-11-23
Article History
First Online: 23 November 2019