Publications

Pierre Bousseyroux, Tomas España, Matteo Smerlak (2025). Another Marčenko-Pastur law for Kendall's tau. arXiv preprint.
PDF Code arxiv
Tomas España, Victor Le Coz, Matteo Smerlak (2024). Kendall Correlation Coefficients for Portfolio Optimization. arXiv preprint.
PDF arXiv