Estudio comparativo de dos métodos estadísticos de estimación robusta para optimizar un portafolio con activos de renta variable del mercado bursátil colombiano

The research focuses on improving the investment decision-making process by building more stable and efficient optimal portfolios. Robust statistical estimation methods, such as the Covariance Matrix with Minimum Determinant (MCD) method and the Minimum Volume Ellipsoid (MEV) method, are compared wi...