Matoti, L., & Wilcox, D. (2014). Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices. Department of Mathematics and Applied Mathematics.
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Chicago Style (17th ed.) Citation
Matoti, Lundi, and Diane Wilcox. Building a Statistical Linear Factor Model and a Global Minimum Variance Portfolio Using Estimated Covariance Matrices. Department of Mathematics and Applied Mathematics, 2014.
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MLA (9th ed.) Citation
Matoti, Lundi, and Diane Wilcox. Building a Statistical Linear Factor Model and a Global Minimum Variance Portfolio Using Estimated Covariance Matrices. Department of Mathematics and Applied Mathematics, 2014.
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Warning: These citations may not always be 100% accurate.