Robust Statistics for Portfolio Construction and Analysis.
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| Title: | Robust Statistics for Portfolio Construction and Analysis. |
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| Authors: | Martin, R. Douglas1 martinrd3d@gmail.com, Stoyanov, Stoyan V.2 stoyan.stoyanov@schwab.com, Li, Kirk3 cocokecoli@gmail.com, Shammaa, Mahmoud3 mahmoud.shammaa@schwab.com |
| Source: | Journal of Portfolio Management. 2023 Quantitative Tools, Vol. 49 Issue 9, p105-139. 35p. |
| Database: | Business Source Ultimate |
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| ISSN: | 00954918 |
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| DOI: | 10.3905/jpm.2023.1.527 |
