Szilárd Pafka
From MaRDI portal
Person:212822
Available identifiers
zbMath Open pafka.szilardMaRDI QIDQ212822
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Random matrix filtering in portfolio optimization | 2017-09-27 | Paper |
| Noisy covariance matrices and portfolio optimization. II | 2003-02-05 | Paper |
| Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets | 2001-10-23 | Paper |
Research outcomes over time
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