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Jump to: 2009 | 2008
Number of items: 2.

2009

Daly, Justin (2009) Stability-based, random matrix theory filtering of financial portfolios. PhD thesis, Dublin City University.

2008

Daly, Justin, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 (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

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