Ilya Pollak. Covariance estimation and related problems in portfolio optimization. In IEEE 7th Sensor Array and Multichannel Signal Processing Workshop, SAM 2012, Hoboken, NJ, USA, June 17-20, 2012. pages 369-372, IEEE, 2012. [doi]
@inproceedings{Pollak12,
title = {Covariance estimation and related problems in portfolio optimization},
author = {Ilya Pollak},
year = {2012},
doi = {10.1109/SAM.2012.6250513},
url = {http://dx.doi.org/10.1109/SAM.2012.6250513},
researchr = {https://researchr.org/publication/Pollak12},
cites = {0},
citedby = {0},
pages = {369-372},
booktitle = {IEEE 7th Sensor Array and Multichannel Signal Processing Workshop, SAM 2012, Hoboken, NJ, USA, June 17-20, 2012},
publisher = {IEEE},
isbn = {978-1-4673-1070-3},
}