Cite
HARVARD Citation
Choi, Y. et al. (2019). High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators. Journal of statistical computation and simulation. 89 (7), pp. 1278-1300. [Online].
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Choi, Y. et al. (2019). High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators. Journal of statistical computation and simulation. 89 (7), pp. 1278-1300. [Online].