Publications

Found 3 results
    Filters: Author is Liusha Yang  [Clear All Filters]
    2015
    Yang, L., R. Couillet, and M. R. McKay, "Minimum Variance Portfolio Optimization in the Spiked Covariance Model", IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2015.
    Yang, L., R. Couillet, and M. R. McKay, "A Robust Statistics Approach to Minimum Variance Portfolio Optimization", IEEE Transactions on Signal Processing, vol. 63, no. 24, 2015.
    2014
    Yang, L., R. Couillet, and M. McKay, "Minimum variance portfolio optimization with robust shrinkage covariance estimation", Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, 2014.