"Combining RMT-based filtering with time-stamped resampling for robust ..."

David Quintana et al. (2015)

> Home

Details and statistics

DOI: 10.1080/18756891.2015.1084707

access: open

type: Journal Article

metadata version: 2024-08-04

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ijcisys/QuintanaGCI15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcisys/QuintanaGCI15
David Quintana, Sandra García-Rodríguez, Silvano Cincotti, Pedro Isasi:
Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization. Int. J. Comput. Intell. Syst. 8(5): 874-885 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.