"Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model ..."

Zimo Zhu et al. (2020)

Details and statistics

DOI: 10.1109/COMPSAC48688.2020.00-75

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-29

a service of  Schloss Dagstuhl - Leibniz Center for Informatics