RANDOM MATRIX THEORY - Using theoretical physics to ensure that covariance and correlation matrices are reliable, not random
| Year of publication: |
1999
|
|---|---|
| Authors: | Laloux, Laurent ; Cizeau, Pierre ; Bouchaud, Jean-Phillipe ; Potters, Marc |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 12.1999, 3, p. 69-73
|