@misc{https://doi.org/10.4121/f25270e0-4054-4e9d-85da-5908a07a3874.v1,
  doi = {10.4121/f25270e0-4054-4e9d-85da-5908a07a3874.v1},
  url = {},
  author = {Khodakaramzadeh, Shabnam},
  keywords = {Factor model, covariance matrix estimation, first-order algorithms, dimension reduction},
  title = {Factor Model MATLAB code underlying the publication: A Saddle Point Algorithm for Robust Data-Driven Factor Model Problems},
  publisher = {4TU.ResearchData},
  year = {2025},
  copyright = {BSD-3-Clause},
}