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scientific article; zbMATH DE number 1836453
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scientific article; zbMATH DE number 1836453 |
Statements
23 February 2004
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portfolio optimization
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random matrix theory
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variance-covariance matrix
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correlations
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eigenvalue and eigenvector distributions
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symmetry
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0.96934044
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0.92797077
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0.89422524
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0.8910333
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0.8902178
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0.8769379
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0.86876905
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0.8582523
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