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Bibliographic Details
Main Author:	Karoll Gómez
Format:	Artículo científico
Language:	en
Published:	Universidad Nacional de Colombia 2011
Subjects:	Física, Astronomía y Matemáticas Shrinkage Covariance matrix High dimensional data Portfolio optimization Penalized least squares
Online Access:	https://www.redalyc.org/articulo.oa?id=89922501010
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