Browsing by Author Caffo, B
Showing results 1 to 2 of 2
| Publication Date | Article Title | Author(s) |
|---|---|---|
| 2015 | Robust estimation of transition matrices in high dimensional heavy-tailed vector autoregressive processes | Qiu, H; Xu, S; Han, F; Liu, H; Caffo, B |
| 2015 | Robust portfolio optimization | Qiu, H; Han, F; Liu, H; Caffo, B |