Large Sample Covariance Matrices and High-Dimensional Data...

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Large Sample Covariance Matrices and High-Dimensional Data Analysis || Efficient Optimisation of a Large Financial Portfolio

Yao, Jianfeng, Zheng, Shurong, Bai, Zhidong
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Volume:
10.1017/CB
Year:
2015
Language:
english
DOI:
10.1017/CBO9781107588080.013
File:
PDF, 390 KB
english, 2015
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