![](/img/cover-not-exists.png)
Noisy covariance matrices and portfolio optimization II
Szilárd Pafka, Imre KondorVolume:
319
Year:
2003
Language:
english
Pages:
8
DOI:
10.1016/s0378-4371(02)01499-1
File:
PDF, 106 KB
english, 2003