bahc

MaRDI QIDQ134576CRANFDO

Authors Christian Bongiorno

Last update 21 September 2020

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.3.0

Cites work

• Covariance matrix filtering with bootstrapped hierarchies
• Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning

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