@article{reactiveglobalminimumvarianceportfolios,
  title = {Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning},
  author = {Christian Bongiorno and Damien Challet},
  year = {2020},
  eprint = {2005.08703},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.08703v2},
}