Beta-Adjusted Covariance Estimation

Kris Boudt, Kirill Dragun, Sauri Arregui Orimar, Steven Vanduffel

Research output: Working paper/Preprint › Preprint

Original language	English
Publisher	SSRN: Social Science Research Network
Publication status	Published - 2021

Access to Document

@misc{77d809a9f2134e66822d97543c014b80,

title = "Beta-Adjusted Covariance Estimation",

author = "Kris Boudt and Kirill Dragun and Orimar, {Sauri Arregui} and Steven Vanduffel",

year = "2021",

language = "English",

publisher = "SSRN: Social Science Research Network",

type = "WorkingPaper",

institution = "SSRN: Social Science Research Network",

}