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 |
| Random matrix filtering in portfolio optimization (available as arXiv preprint) | 2017-09-27 | Paper |
| Noisy covariance matrices and portfolio optimization. II Physica A | 2003-02-05 | Paper |
| Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets Physica A | 2001-10-23 | Paper |
Research outcomes over time
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