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"Minimum variance portfolio optimization with robust shrinkage covariance ..."

Liusha Yang, Romain Couillet, Matthew R. McKay (2014)

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DOI: 10.1109/ACSSC.2014.7094675

access: closed

type: Conference or Workshop Paper

metadata version: 2019-12-27

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  - conf/acssc/YangCM14
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Liusha Yang, Romain Couillet, Matthew R. McKay:
Minimum variance portfolio optimization with robust shrinkage covariance estimation. ACSSC 2014: 1326-1330

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