Duan, Xuefeng
Bai, Jianchao
Zhang, Maojun
Zhang, Xinjun
Funding for this research was provided by:
National Natural Science Foundation of China (11101100, 11261014, 11301107, 61362021)
Natural Science Foundation of Guangxi Province (2012GXNSFBA053006, 2013GXNSFBA019009, 2013GXNSFBB053005, 2013GXNSFDA019030)
Fund for Guangxi Experiment Center of Information Science (20130103)
Innovation Project of GUET Graduate Education (GDYCSZ201473)
Innovation Project of Guangxi Graduate Education (YCSZ2014137)
Guangxi Key Lab of Wireless Wideband Communication and Signal Processing (2012)
This article is maintained by: Elsevier
Article Title: On the generalized low rank approximation of the correlation matrices arising in the asset portfolio
Journal Title: Linear Algebra and its Applications
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.laa.2014.07.026
Content Type: article
Copyright: Published by Elsevier Inc.