Optimal portfolio project with a modified covariance matrix and its stability (Q2918056)
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scientific article; zbMATH DE number 6091737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio project with a modified covariance matrix and its stability |
scientific article; zbMATH DE number 6091737 |
Statements
5 October 2012
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portfolio
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stability
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covariance matrix
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random matrix theory
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Optimal portfolio project with a modified covariance matrix and its stability (English)
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