Robust estimation of covariance and its application to portfolio optimization

Lijuan Huo, Tae Hwan Kim, Yunmi Kim

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Robust estimation of covariance and its application to portfolio optimization'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance