Sharifi, Saba, Crane, Martin ORCID: 0000-0001-7598-3126, Shamaie, Atid and Ruskin, Heather J.
ORCID: 0000-0001-7101-2242
(2004)
Random matrix theory for portfolio optimization: a stability approach.
Physica A: Statistical Mechanics and its Applications, 335
(3-4).
pp. 629-643.
ISSN 0378-4371
Sharifi, Saba (2003) Co-movements among financial stocks and covariance matrix analysis. Master of Science thesis, Dublin City University.