scientific article; zbMATH DE number 1748459

MaRDI QIDQ4530336zbMATH OpenFDO

Authors Galina Korotkikh

Publication date 10 July 2002

zbMATH Keywords

random matrix theoryvariance-covariance matrixfinancial markets

Mathematics Subject Classification ID

Recommendations

• Algorithmic Applications in Management
• Financial applications of random matrix theory: a short review
• Incorporating uncertainty in financial models
• A mean-variance portfolio selection model with interval-valued possibility measures
• Portfolio optimization in real financial markets with both uncertainty and randomness

Cited in

(1)

• Fuzzy coefficient volatility (FCV) models with applications

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4530336)