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 |
|---|---|---|
| High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
| A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square Computational Statistics | 2015-03-05 | Paper |
Research outcomes over time
This page was built for person: Sujung Choi