Damien Challet
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Person:134573
Available identifiers
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 | 2020-05-18 | Paper |
| Covariance matrix filtering with bootstrapped hierarchies | 2020-03-12 | Paper |
Research outcomes over time
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