Robustifying Markowitz

28 December 2022

Papers citing "Robustifying Markowitz"

9 / 9 papers shown

Title
On Monte-Carlo methods in convex stochastic optimization Daniel Bartl S. Mendelson 36 8 0 19 Jan 2021
Robust and Heavy-Tailed Mean Estimation Made Simple, via Regret Minimization Samuel B. Hopkins Jingkai Li Fred Zhang OOD 35 62 0 31 Jul 2020
Outlier Robust Mean Estimation with Subgaussian Rates via Stability Ilias Diakonikolas D. Kane Ankit Pensia 47 58 0 30 Jul 2020
Robust estimation via generalized quasi-gradients Banghua Zhu Jiantao Jiao Jacob Steinhardt 37 42 0 28 May 2020
Robust $k$ -means Clustering for Distributions with Two Moments Yegor Klochkov Alexey Kroshnin Nikita Zhivotovskiy 41 19 0 06 Feb 2020
Robust multivariate mean estimation: the optimality of trimmed mean Gabor Lugosi S. Mendelson 43 125 0 26 Jul 2019
Mean estimation and regression under heavy-tailed distributions--a survey Gabor Lugosi S. Mendelson 79 241 0 10 Jun 2019
User-Friendly Covariance Estimation for Heavy-Tailed Distributions Y. Ke Stanislav Minsker Zhao Ren Qiang Sun Wen-Xin Zhou 37 57 0 05 Nov 2018
Statistical analysis of factor models of high dimension Jushan Bai Kunpeng Li 99 330 0 30 May 2012