BibTeX record journals/siamfm/ParkO10

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@article{DBLP:journals/siamfm/ParkO10,
  author    = {Sungwoo Park and
               Dianne P. O'Leary},
  title     = {Portfolio Selection Using Tikhonov Filtering to Estimate the Covariance
               Matrix},
  journal   = {{SIAM} J. Financial Math.},
  volume    = {1},
  number    = {1},
  pages     = {932--961},
  year      = {2010},
  url       = {https://doi.org/10.1137/090749372},
  doi       = {10.1137/090749372},
  timestamp = {Wed, 17 May 2017 14:25:53 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/siamfm/ParkO10},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
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