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Publications by Guy V. G. Stevens
On the Inverse of the Covariance Matrix in Portfolio Analysis
Journal of Finance
Accounting
Economics
Econometrics
Finance
Internal Funds and the Investment Function
Southern Economic Journal
Economics
Econometrics
Related publications
Portfolio Selection Using Tikhonov Filtering to Estimate the Covariance Matrix
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous Assets
Portfolio Optimization of the Mean-Absolute Deviation Model of Some Stocks Using the Singular Covariance Matrix
International Journal of Recent Technology and Engineering
Engineering
Management of Technology
Innovation
On the Choice of Covariance Specifications for Portfolio Selection Problems
SSRN Electronic Journal
The Intraclass Covariance Matrix
Behavior Genetics
Genetics
Evolution
Ecology
Systematics
Behavior
On the Inverse-Closedness of Matrix Subalgebras
Operators and Matrices
Number Theory
Analysis
Algebra
The Application of Sparse Estimation of Covariance Matrix to Quadratic Discriminant Analysis
BMC Bioinformatics
Biochemistry
Applied Mathematics
Computer Science Applications
Structural Biology
Molecular Biology
The Inverse of a Matrix
SIAM Review
Computational Mathematics
Applied Mathematics
Theoretical Computer Science
On the Regularity of the Covariance Matrix of a Discretized Scalar Field on the Sphere
Journal of Cosmology and Astroparticle Physics
Astrophysics
Astronomy
