Random Matrix Theory Applied to Portfolio Optimization in Japanese Stock Market

2006 ◽  
pp. 286-290
Author(s):  
Masashi Egi ◽  
Takashi Matsushita ◽  
Seiji Futatsugi ◽  
Keizaburo Murakami
Keyword(s):  
Stock Market ◽  
Portfolio Optimization ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Japanese Stock Market

scholarly journals Random matrix theory for portfolio optimization: a stability approach

2004 ◽  
Vol 335 (3-4) ◽  
pp. 629-643 ◽  
Author(s):  
S. Sharifi ◽  
M. Crane ◽  
A. Shamaie ◽  
H. Ruskin
Keyword(s):  
Portfolio Optimization ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory

SSA, Random Matrix Theory, and Noise-Reduced Correlations

2016 ◽  
Author(s):  
Jan W Dash ◽  
Xipei Yang ◽  
Mario Bondioli ◽  
Harvey J. Stein
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory
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