Outlier Removal for Prediction of Covariance Matrices with an Application to Portfolio Optimization. Hellström, T. Theory of Stochastic Processes, 6(22(3-4)):47--63, 2000. bibtex @article{ Hell00b,
author = {Thomas Hellström},
journal = {Theory of Stochastic Processes},
number = {22(3-4)},
pages = {47--63},
title = {Outlier Removal for Prediction of Covariance Matrices with an Application to Portfolio Optimization},
volume = {6},
year = {2000}
}
Downloads: 0
{"_id":"nvq6RNG7au9i6oPs8","authorIDs":["54c17a78b5fb1e5511000440"],"author_short":["Hellström, T."],"bibbaseid":"hellstrm-outlierremovalforpredictionofcovariancematriceswithanapplicationtoportfoliooptimization-2000","bibdata":{"author":["Hellström, Thomas"],"author_short":["Hellström, T."],"bibtex":"@article{ Hell00b,\n author = {Thomas Hellström},\n journal = {Theory of Stochastic Processes},\n number = {22(3-4)},\n pages = {47--63},\n title = {Outlier Removal for Prediction of Covariance Matrices with an Application to Portfolio Optimization},\n volume = {6},\n year = {2000}\n}","bibtype":"article","id":"Hell00b","journal":"Theory of Stochastic Processes","key":"Hell00b","number":"22(3-4)","pages":"47--63","title":"Outlier Removal for Prediction of Covariance Matrices with an Application to Portfolio Optimization","type":"article","volume":"6","year":"2000","bibbaseid":"hellstrm-outlierremovalforpredictionofcovariancematriceswithanapplicationtoportfoliooptimization-2000","role":"author","urls":{},"downloads":0},"bibtype":"article","biburl":"https://dl.dropboxusercontent.com/u/15886066/thomas%20ALL.bib","creationDate":"2015-01-22T22:32:24.977Z","downloads":0,"keywords":[],"search_terms":["outlier","removal","prediction","covariance","matrices","application","portfolio","optimization","hellström"],"title":"Outlier Removal for Prediction of Covariance Matrices with an Application to Portfolio Optimization","year":2000,"dataSources":["ooqgHikTnmWfGCqe7"]}