Enhancement of the applicability of markowitz's portfolio optimization by utilizing random matrix theory

  • Zhidong Bai
  • , Huixia Liu
  • , Wing Keung Wong*
  • *Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    127 Citations (Scopus)

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    Keyphrases

    Mathematics

    Economics, Econometrics and Finance