Number of items: 2.
Sharifi, Saba and Crane, Martin and Shamaie, Atid and Ruskin, Heather J. (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.