Sujung Choi

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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!

PublicationDate of PublicationType
High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators
Journal of Statistical Computation and Simulation
2020-04-27Paper
A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square
Computational Statistics
2015-03-05Paper


Research outcomes over time


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