Dynamics of competition between collectivity and noise in the stock market-Reference-Cited by-同舟云学术

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Dynamics of competition between collectivity and noise in the stock market

Published:2000-12 Issue:3-4 Volume:287 Page:440-449
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Drożdż S,Grümmer F,Górski A.Z,Ruf F,Speth J

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference13 articles.

1. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959

2. Modern Portfolio Theory and Investment Analysis;Elton,1995

3. Noise Dressing of Financial Correlation Matrices

4. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

5. Random Matrices;Mehta,1999

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