稳健高维协方差矩阵估计及其投资组合应用——基于中心正则化算法
宋鹏等
Robust High-dimensional Covariance Matrix Estimation and the Application in Portfolio Selection—Based on the Central-Regularized Algorithm
Song Peng et al.
统计研究
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2020, (7): 116
-128
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DOI: 10.19343/j.cnki.11-1302/c.2020.07.010