scientific article; zbMATH DE number 7287444

zbMATH Open1474.91176MaRDI QIDQ5141219FDOQ5141219

Imre Gera, András London

Publication date: 18 December 2020

Full work available at URL: http://aml.math.bme.hu/wp-content/uploads/2020/07/37-2-GeraLondon.pdf

Title of this publication is not available (Why is that?)

zbMATH Keywords

portfolio optimizationcorrelation matricesasset graphs

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Portfolio theory (91G10)

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 Q5141219)