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Incorporating GISC and High Frequency Data into Portfolio Allocation and Risk Estimation Thumbnail

Incorporating GISC and High Frequency Data into Portfolio Allocation and Risk Estimation

Presenter
  • Jianqing Fan
May 19, 2015
IPAM
Optimization Program: Workshop on the Interface of Statistics and Optimization (WISO); Jianqing Fan-WISO, Sparse Learning and Distributed PCA with Control of Statistical Errors and Computing Resources Thumbnail

Optimization Program: Workshop on the Interface of Statistics and Optimization (WISO); Jianqing Fan-WISO, Sparse Learning and Distributed PCA with Control of Statistical Errors and Computing Resources

February 9, 2017
SAMSI