Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning (Q134575)
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scientific article from arXiv
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| English | Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning |
scientific article from arXiv |
Statements
18 May 2020
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q-fin.PM
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math.OC
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stat.ME
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Christian Bongiorno
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Damien Challet
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