"Improving Portfolios Global Performance with Robust Covariance Matrix ..."

Emmanuelle Jay et al. (2018)

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DOI: 10.23919/EUSIPCO.2018.8553414

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-09

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Emmanuelle Jay, Eugénie Terreaux, Jean Philippe Ovarlez, Frédéric Pascal:
Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio. EUSIPCO 2018: 1107-1111

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