Damien Challet
From MaRDI portal
Damien Challet Q134573
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning (available as arXiv preprint) | 2020-05-18 | Paper |
| Covariance matrix filtering with bootstrapped hierarchies (available as arXiv preprint) | 2020-03-12 | Paper |
Research outcomes over time
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