Login (DCU Staff Only)
Login (DCU Staff Only)

DORAS | DCU Research Repository

Explore open access research and scholarly works from DCU

Advanced Search

Browse by Author

[up] Up a level
[Atom feed] Atom [RSS feed] RSS 1.0 [RSS2 feed] RSS 2.0
Group by: Date | No Grouping
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

This list was generated on Thu Nov 28 12:57:43 2024 UTC.