scientific article; zbMATH DE number 6781408

zbMath1372.91128arXivphysics/0507111MaRDI QIDQ5361361

Marc Potters, Jean-Philippe Bouchaud, L. Laloux

Publication date: 27 September 2017

Full work available at URL: https://arxiv.org/abs/physics/0507111

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Financial applications of other theories (91G80) Random matrices (algebraic aspects) (15B52) Portfolio theory (91G10)

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