Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327)

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Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case
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    Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (English)
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    19 August 2011
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    portfolio theory
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    power laws
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    statistical physics
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    risk measures
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    random walks
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    options pricing
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    random matrix theory
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