Michael Ho
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Person:2425170
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 |
|---|---|---|
| Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data Mathematical Programming. Series A. Series B | 2019-06-26 | Paper |
| Weighted elastic net penalized mean-variance portfolio design and computation SIAM Journal on Financial Mathematics | 2016-01-21 | Paper |
| scientific article; zbMATH DE number 2040825 (Why is no real title available?) | 2004-02-11 | Paper |
Research outcomes over time
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