ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
Year
: 2009DOI: 10.1111/j.1467-9965.2009.00383.x
Collections
:
-
Statistics
ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
Show full item record
| contributor author | Zhidong Bai | |
| contributor author | Huixia Liu | |
| contributor author | Wing-Keung Wong | |
| date accessioned | 2020-03-16T03:48:24Z | |
| date available | 2020-03-16T03:48:24Z | |
| date issued | 2009 | |
| identifier other | LerNhzOwX_iEK9DHCir8liB0LpoZlSkkKnIjYAzHOFXaaOJzw1.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/2153570 | |
| format | general | |
| language | English | |
| title | ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 14648560 | |
| identifier doi | 10.1111/j.1467-9965.2009.00383.x | |
| coverage | Academic | |
| pages | 639-667 | |
| journal volume | 19 | |
| journal issue | 4 | |
| filesize | 465978 | |
| citations | 0 |