A Simple Method for
Predicting Covariance Matrices
of Financial Returns
\maintitleauthorlist
Kasper Johansson
Stanford University
kasperjo@stanford.edu
and Mehmet G. Ogut
Stanford University
giray98@stanford.edu
and Markus Pelger
Stanford University
mpelger@stanford.edu
and Thomas Schmelzer
Stanford University
Abu Dhabi Investment Authority
thomas.schmelzer@adia.ae
and Stephen Boyd
Stanford University
boyd@stanford.edu
\issuesetupcopyrightowner=A. Heezemans and M. Casey,
volume = xx,
issue = xx,
pubyear = 2023,
isbn = xxx-x-xxxxx-xxx-x,
eisbn = xxx-x-xxxxx-xxx-x,
doi = 10.1561/XXXXXXXXX,
firstpage = 1, lastpage = 87
\addbibresourcecov_pred_finance.bib