Samruddhi Deshmukh, Amartansh Dubey. Improved Covariance Matrix Estimation With an Application in Portfolio Optimization. IEEE Signal Process. Lett., 27:985-989, 2020. [doi]
@article{DeshmukhD20,
title = {Improved Covariance Matrix Estimation With an Application in Portfolio Optimization},
author = {Samruddhi Deshmukh and Amartansh Dubey},
year = {2020},
doi = {10.1109/LSP.2020.2996060},
url = {https://doi.org/10.1109/LSP.2020.2996060},
researchr = {https://researchr.org/publication/DeshmukhD20},
cites = {0},
citedby = {0},
journal = {IEEE Signal Process. Lett.},
volume = {27},
pages = {985-989},
}