Yu, P. L. H., Ng, F., & Ting, J. K. (2020). Adjusting covariance matrix for risk management. Quantitative Finance, 20(10), 1681. https://doi.org/10.1080/14697688.2020.1739737
Chicago Style (17th ed.) CitationYu, Philip L. H., F.C Ng, and Jessica K.W Ting. "Adjusting Covariance Matrix for Risk Management." Quantitative Finance 20, no. 10 (2020): 1681. https://doi.org/10.1080/14697688.2020.1739737.
MLA (9th ed.) CitationYu, Philip L. H., et al. "Adjusting Covariance Matrix for Risk Management." Quantitative Finance, vol. 20, no. 10, 2020, p. 1681, https://doi.org/10.1080/14697688.2020.1739737.
Warning: These citations may not always be 100% accurate.