Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327)
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| Language | Label | Description | Also known as |
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| English | Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case |
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Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (English)
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19 August 2011
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portfolio theory
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power laws
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statistical physics
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risk measures
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random walks
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options pricing
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random matrix theory
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