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Erindi Allaj
ORCID
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 3
Top Topics
Optimization Procedure
Low Frequency
Numeric Data
Correspondence Analysis
Top Venues
Fuzzy Sets Syst.
Commun. Stat. Simul. Comput.
Comput. Manag. Sci.
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Publications
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Erindi Allaj
Measuring variability and association for categorical data.
Fuzzy Sets Syst.
421 (2021)
Erindi Allaj
,
Maria Elvira Mancino
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?
Commun. Stat. Simul. Comput.
50 (12) (2021)
Erindi Allaj
The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation.
Comput. Manag. Sci.
17 (3) (2020)