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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Challet, Damien"
~subject:"Capital income"
~type_genre:"Collection of articles written by one author"
~type_genre:"Nachschlagewerk"
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Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
2
Sharper asset ranking from total drawdown durations
Challet, Damien
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011746991
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