Emmanuelle Jay

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Papers (1)

1. Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio stat.AP · 2018 · author #1

Mentions

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Frequent Coauthors

• Eug\'enie Terreaux 1 shared papers
• Fr\'ed\'eric Pascal 1 shared papers
• Jean-Philippe Ovarlez 1 shared papers