Pages that link to "Item:Q5947877"
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The following pages link to Collective behavior of stock price movements - a random matrix theory approach (Q5947877):
Displaying 14 items.
- On CAPM and Black-Scholes differing risk-return strategies (Q1409096) (← links)
- Application of computational statistical physics to scale invariance and universality in economic phenomena (Q1613749) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Emergence of correlations between securities at short time scales (Q2160104) (← links)
- Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix (Q2207945) (← links)
- Global correlation matrix spectra of the surface temperature of the oceans from random matrix theory to Poisson fluctuations (Q2213285) (← links)
- Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
- Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418) (← links)
- MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES (Q3644885) (← links)
- Mean–variance efficient portfolios with many assets: 50% short (Q4911223) (← links)
- A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (Q5078664) (← links)
- Non-Hermitean Wishart random matrices (I) (Q5253978) (← links)
- Similarities and differences between physics and economics (Q5947861) (← links)
- Quantifying economic fluctuations (Q5951427) (← links)
