Covariance matrix

Field
Subfield
Domain
OpenAlex	C185142706

Smeal faculty

• Liang Peng - score 0.6
• John C. Liechty - score 0.4

Papers

• Bayesian correlation estimation (2004) - cites 111
• Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care? (2012) - cites 16