Author:
Neffelli Marco,Resta Marina
Publisher
Springer International Publishing
Reference44 articles.
1. Agulló, J., Croux, C., & Van Aelst, S. (2008). The multivariate least-trimmed squares estimator. Journal of Multivariate Analysis, 99(3), 311–338.
2. Anderberg, M. R. (1973). Cluster analysis for applications. Monographs and textbooks on probability and mathematical statistics.
3. Anderson, T. W. (1963). Asymptotic theory for principal component analysis. The Annals of Mathematical Statistics, 34(1), 122–148.
4. Bengtsson, C., & Holst, J. (2002). On portfolio selection: Improved covariance matrix estimation for Swedish asset returns. Univ.
5. Black, F., & Litterman, R. (1992). Global portfolio optimization. Financial Analysts Journal, 48(5), 28–43.