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Journal: Mathematics, 2022
Volume: 10
Number: 4282

Article: Improved Large Covariance Matrix Estimation Based on Efficient Convex Combination and Its Application in Portfolio Optimization
Authors: by Yan Zhang, Jiyuan Tao, Zhixiang Yin and Guoqiang Wang
Link: https://www.mdpi.com/2227-7390/10/22/4282

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