Covariance Matrix Estimation under Total Positivity for...

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Covariance Matrix Estimation under Total Positivity for Portfolio Selection*

Agrawal, Raj, Roy, Uma, Uhler, Caroline
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Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbaa018
Date:
September, 2020
File:
PDF, 618 KB
2020
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