Tao Zou

Australian National University - Research School of Finance, Actuarial Studies & Statistics

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Covariance Regression Analysis

Number of pages: 41 Posted: 10 Dec 2015
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
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Abstract:

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Covariance Regression; Covariance Matrix Estimation; Positive Definiteness; Portfolio Management