ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
| Year of publication: |
2009
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|---|---|
| Authors: | Bai, Zhidong ; Liu, Huixia ; Wong, Wing-Keung |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 19.2009, 4, p. 639-668
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