{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,18]],"date-time":"2026-01-18T08:57:11Z","timestamp":1768726631862,"version":"3.49.0"},"reference-count":0,"publisher":"IEEE","license":[{"start":{"date-parts":[[2015,12,1]],"date-time":"2015-12-01T00:00:00Z","timestamp":1448928000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2015,12,1]],"date-time":"2015-12-01T00:00:00Z","timestamp":1448928000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2015,12]]},"DOI":"10.1109\/camsap.2015.7383724","type":"proceedings-article","created":{"date-parts":[[2016,1,21]],"date-time":"2016-01-21T18:10:03Z","timestamp":1453399803000},"page":"13-16","source":"Crossref","is-referenced-by-count":0,"title":["Minimum variance portfolio optimization in the spiked covariance model"],"prefix":"10.1109","author":[{"given":"Liusha","family":"Yang","sequence":"first","affiliation":[{"name":"Department of Electronic and Computer Engineering, Hong Kong University of Science and Technology, Hong Kong"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Romain","family":"Couillet","sequence":"additional","affiliation":[{"name":"CentraleSup\u00e9lec-LSS-Universit\u00e9 ParisSud, Gif sur Yvette, France"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Matthew R.","family":"McKay","sequence":"additional","affiliation":[{"name":"Department of Electronic and Computer Engineering, Hong Kong University of Science and Technology, Hong Kong"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","event":{"name":"2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)","location":"Cancun, Mexico","start":{"date-parts":[[2015,12,13]]},"end":{"date-parts":[[2015,12,16]]}},"container-title":["2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7377772\/7383717\/07383724.pdf?arnumber=7383724","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,3,6]],"date-time":"2024-03-06T13:50:43Z","timestamp":1709733043000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/7383724\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,12]]},"references-count":0,"URL":"https:\/\/doi.org\/10.1109\/camsap.2015.7383724","relation":{},"subject":[],"published":{"date-parts":[[2015,12]]}}}