A Novel Approach to Denoising Correlation Matrices with Applications to Global Portfolio Management with a Large Number of Assets

AuthID
 P-00Y-697
2
Author(s)
Molyboga, M
Tipo de Documento
Article
Year published
2023
Publicado
in PHYSICA SCRIPTA, ISSN: 0031-8949
Volume: 98, Número: 4, Páginas: 045021 (13)
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Publication Identifiers
SCOPUS: 2-s2.0-85150776744
Wos: WOS:000954689500001
Source Identifiers
ISSN: 0031-8949
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