| Paper ID | SS-L2.4 |
| Paper Title |
ROBUST COVARIANCE MATRIX ESTIMATION AND PORTFOLIO ALLOCATION: THE CASE OF NON-HOMOGENEOUS ASSETS |
| Authors |
Emmanuelle Jay, Quanted & Fideas Capital, France; Thibault Soler, Fideas Capital & Université Paris 1 Panthéon Sorbonne, France; Jean-Philippe Ovarlez, DEMR/ONERA, France; Philippe De Peretti, Christophe Chorro, Centre d'Economie de la Sorbonne, France |
| Session | SS-L2: Signal Processing Methods for Finance Applications |
| Location | On-Demand |
| Session Time: | Tuesday, 05 May, 11:30 - 13:30 |
| Presentation Time: | Tuesday, 05 May, 12:30 - 12:50 |
| Presentation |
Lecture
|
| Topic |
Special Sessions: Signal Processing Methods for Finance Applications |
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| Virtual Presentation |
Click here to watch in the Virtual Conference |