Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning

DOI10.48550/ARXIV.2005.08703arXiv2005.08703MaRDI QIDQ134575

Christian Bongiorno, Damien Challet

Publication date: 18 May 2020

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

Related Items (1)

bahc

This page was built for publication: Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning