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. 2018 May 17;20(5):374. doi: 10.3390/e20050374

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© 2018 by the authors.

Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).

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Efficient frontiers, classical (MLE) vs. robust corresponding to $γ = 1$ (RE), and optimal portfolios chosen on frontiers, for the windows 7 (left) and 8 (right).