Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review

Ruili Sun
, Tiefeng Ma
, Shuangzhe Liu
, Milind SATHYE

Canberra Business School

Research output: Contribution to journal › Review article › peer-review

23 Citations (Scopus)

300 Downloads (Pure)

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Journal of Risk and Financial Management (Journal)
Sathye, M. (Reviewer)
1 Oct 2019 → 30 Sept 2020
Activity: Publication peer-review and editorial work › Editorial work