This paper investigates robust optimization methods for mean-variance portfolio selection problems under the estimation risk in mean returns. We show that with an ellipsoidal uncertainty set based on ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 57, No. 1 (2008), pp. 75-87 (13 pages) Complex survey sampling is often used to sample a fraction of a large finite ...

Sample size calculations for a continuous outcome require specification of the anticipated variance; inaccurate specification can result in an underpowered or overpowered study. For this reason, ...