A simple algorithm to incorporate transactions costs in quadratic optimisation

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Portfolio Optimization, Financial Economics, Asset Pricing +7

Robust Statistics: The Approach Based on Influence Functions

David Ruppert, Frank R. Hampel, Elvezio Ronchetti et al. · Technometrics · 1987 · 3.8K citations

Robust Statistic, Estimation Statistic, Statistical Foundation +15

Robust Statistics: The Approach Based on Influence Functions.

Christopher Jennison, F. R. Hampel, Elvezio Ronchetti et al. · Journal of the Royal Statistical Society Series A (General) · 1987 · 1.8K citations

Robust Statistic, Estimation Statistic, Influence Functions +3

Optimal Estimation of Executive Compensation by Linear Programming

A. Charnes, W. W. Cooper, Robert O. Ferguson · Management Science · 1955 · 1.1K citations

Mathematical Programming, Mobilization Studies, Supply Chain Optimization +19

Asymptotic Theory of Least Absolute Error Regression

Gilbert W. Bassett, Roger Koenker · Journal of the American Statistical Association · 1978 · 447 citations

Parameter Estimation, Engineering, Estimation Statistic +9