A Simple Method for
Predicting Covariance Matrices
of Financial Returns

\maintitleauthorlist

Kasper Johansson
Stanford University
[email protected] and Mehmet G. Ogut
Stanford University
[email protected] and Markus Pelger
Stanford University
[email protected] and Thomas Schmelzer
Stanford University
Abu Dhabi Investment Authority
[email protected] and Stephen Boyd
Stanford University
[email protected] \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