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Enhancement of the applicability of markowitz's portfolio optimization by utilizing random matrix th
  • 期刊名称：Mathematical Finance
  • 时间：0
  • 页码：639-667
  • 语言：英文
  • 相关项目：大维样本协方差矩阵特征向量矩阵极限性状的研究
作者： Bai, Z., Liu, H., Wong, W. K. |
同期刊论文项目
大维样本协方差矩阵特征向量矩阵极限性状的研究
期刊论文 25 著作 2
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