%0 Journal Article %1 journals/jmlr/LaiTWF20 %A Lai, Zhao-Rong %A Tan, Liming %A Wu, Xiaotian %A Fang, Liangda %D 2020 %J J. Mach. Learn. Res. %K dblp %P 97:1-97:37 %T Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization. %U http://dblp.uni-trier.de/db/journals/jmlr/jmlr21.html#LaiTWF20 %V 21

@article{journals/jmlr/LaiTWF20, added-at = {2020-11-18T00:00:00.000+0100}, author = {Lai, Zhao-Rong and Tan, Liming and Wu, Xiaotian and Fang, Liangda}, biburl = {https://www.bibsonomy.org/bibtex/2c3e05b684d488cf0fa2a6212e844d5e0/dblp}, ee = {http://jmlr.org/papers/v21/19-959.html}, interhash = {ce947a7ab85e7138dc4d24fe1d99f07e}, intrahash = {c3e05b684d488cf0fa2a6212e844d5e0}, journal = {J. Mach. Learn. Res.}, keywords = {dblp}, pages = {97:1-97:37}, timestamp = {2020-11-19T11:34:43.000+0100}, title = {Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization.}, url = {http://dblp.uni-trier.de/db/journals/jmlr/jmlr21.html#LaiTWF20}, volume = 21, year = 2020 }