Correlation matrix of equi-correlated normal population : fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market

Yohji Akama

Year of publication:	2023
Authors:	Akama, Yohji
Subject:	factor model \| financial correlations \| Marčenko-Pastur distribution \| Portfolio \| Korrelation \| Correlation \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Aktienmarkt \| Stock market \| Faktorenanalyse \| Factor analysis \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income

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