A combination of convex programs developed by Chan- drasekaran, Parillo and Wilskyand Saunderson et alcan be used to extract financial risk factors from a sample return covariance matrix. I will examine

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Date: 2016-06-23 15:50:48		A combination of convex programs developed by Chan- drasekaran, Parillo and Wilskyand Saunderson et alcan be used to extract financial risk factors from a sample return covariance matrix. I will examine Add to Reading List Source URL: mmds-data.org Download Document from Source Website File Size: 11,01 KB Share Document on Facebook