Noisy covariance matrices and portfolio optimization. II
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Publication:1855541
DOI10.1016/S0378-4371(02)01499-1zbMath1008.91039arXivcond-mat/0205119MaRDI QIDQ1855541
Publication date: 5 February 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0205119
Economic time series analysis (91B84) Random matrices (algebraic aspects) (15B52) Portfolio theory (91G10)
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