@misc{higham_nearest_2013,
	title = {The {Nearest} {Correlation} {Matrix}},
	url = {https://nhigham.com/2013/02/13/the-nearest-correlation-matrix/},
	abstract = {A correlation matrix is a symmetric matrix with unit diagonal and nonnegative eigenvalues. In 2000 I was approached by a London fund management company who wanted to find the nearest correlation ma…},
	language = {en},
	urldate = {2025-07-30},
	journal = {Nick Higham},
	author = {Higham, Nick},
	month = feb,
	year = {2013},
}

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