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Derivate und Interne Modelle : modernes Risikomanagement
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Derivate und Interne Modelle : modernes Risikomanagement (1998)Derivate und Interne Modelle : modernes R…A new method to estimate the noise in financial correlation matrices (2003)A new method to estimate the …The arbitrage theory of capital asset pricing (1976)Modern Portfolio Theory and Investment Analysis. (1982)Hierarchical structure in financial markets (1999)Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices (2003)
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  • 2003A new method to estimate the noise in financial correlation matrices78 cited

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