Work

Noisy covariance matrices and portfolio optimization II

Year: 2003

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/s0378-4371(02)01499-1

Authors: Szilárd Pafka, Imre Kondor

Institutions: Eötvös Loránd University, Hungarian Academy of Sciences

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2615820837

FWCI: 8.696

Cites: 5

Cited by: 115

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