Number of items: 2.
Daly, Justin (2009) Stability-based, random matrix theory filtering of financial portfolios. PhD thesis, Dublin City University.
Daly, Justin and Crane, Martin and Ruskin, Heather J. (2008) Random matrix theory filters in portfolio optimisation: a stability and risk assessment. Physica A: Statistical Mechanics and its Applications, 387 (16-17). pp. 4248-4260. ISSN 0378-4371