Fingerprint
Dive into the research topics of 'Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review
Ruili Sun, Tiefeng Ma, Shuangzhe Liu, Milind SATHYE
Research output: Contribution to journal › Review article › peer-review
19
Citations
(Scopus)
153
Downloads
(Pure)