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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

contributor authorZhidong Bai
contributor authorHuixia Liu
contributor authorWing-Keung Wong
date accessioned2020-03-16T03:48:24Z
date available2020-03-16T03:48:24Z
date issued2009
identifier otherLerNhzOwX_iEK9DHCir8liB0LpoZlSkkKnIjYAzHOFXaaOJzw1.pdf
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/2153570?locale-attribute=en&show=full
formatgeneral
languageEnglish
titleENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
typeJournal Paper
contenttypeFulltext
contenttypeFulltext
identifier padid14648560
identifier doi10.1111/j.1467-9965.2009.00383.x
coverageAcademic
pages639-667
journal volume19
journal issue4
filesize465978
citations0


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