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Adjusting covariance matrix for risk management.

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Bibliographic Details
Title: Adjusting covariance matrix for risk management.
Authors: Yu, Philip L. H.1 (AUTHOR), Ng, F.C.1 (AUTHOR), Ting, Jessica K.W.1 (AUTHOR) jkwting@connect.hku.hk
Source: Quantitative Finance. Oct2020, Vol. 20 Issue 10, p1681-1699. 19p.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697688.2020.1739737