Explicit Solutions to Correlation Matrix Completion Problems, with an Application to Risk Management and Insurance (2017)

First Author: Georgescu D
Attributed to:  Inference, COmputation and Numerics for Insights into Cities (ICONIC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3054171

Publication URI: http://dx.doi.org/10.2139/ssrn.3054171

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal