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[IEEE ICASSP 2011 - 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Prague, Czech Republic (2011.05.22-2011.05.27)] 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Comparison of several covariance matrix estimators for portfolio optimization
Ng, Ka Ki, Agarwal, Priyanka, Mullen, Nathan, Du, Dzung, Pollak, IlyaYear:
2011
Language:
english
DOI:
10.1109/icassp.2011.5947667
File:
PDF, 102 KB
english, 2011