%0 Journal Article %1 journals/soco/JaySTOPPC20 %A Jay, Emmanuelle %A Soler, Thibault %A Terreaux, Eugénie %A Ovarlez, Jean Philippe %A Pascal, Frédéric %A de Peretti, Philippe %A Chorro, Christophe %D 2020 %J Soft Comput. %K dblp %N 12 %P 8643-8654 %T Improving portfolios global performance using a cleaned and robust covariance matrix estimate. %U http://dblp.uni-trier.de/db/journals/soco/soco24.html#JaySTOPPC20 %V 24

@article{journals/soco/JaySTOPPC20, added-at = {2022-04-09T00:00:00.000+0200}, author = {Jay, Emmanuelle and Soler, Thibault and Terreaux, Eugénie and Ovarlez, Jean Philippe and Pascal, Frédéric and de Peretti, Philippe and Chorro, Christophe}, biburl = {https://www.bibsonomy.org/bibtex/2ff2231dab6cd5760874ab0447f6db8e0/dblp}, ee = {https://doi.org/10.1007/s00500-020-04840-9}, interhash = {d47500c5fb6b66a5bf629313f4a8dd71}, intrahash = {ff2231dab6cd5760874ab0447f6db8e0}, journal = {Soft Comput.}, keywords = {dblp}, number = 12, pages = {8643-8654}, timestamp = {2024-04-09T00:47:18.000+0200}, title = {Improving portfolios global performance using a cleaned and robust covariance matrix estimate.}, url = {http://dblp.uni-trier.de/db/journals/soco/soco24.html#JaySTOPPC20}, volume = 24, year = 2020 }