Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance. (2018)

First Author: Georgescu DI

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1098/rsos.172348

PubMed Identifier: 29657821

Publication URI: http://europepmc.org/abstract/MED/29657821

Type: Journal Article/Review

Volume: 5

Parent Publication: Royal Society open science

Issue: 3

ISSN: 2054-5703