Daly, Justin (2009) Stability-based, random matrix theory filtering of financial portfolios. PhD thesis, Dublin City University.
Daly, Justin, Crane, Martin 
ORCID: 0000-0001-7598-3126 and Ruskin, Heather J. ORCID: 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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