Rational decisions, random matrices and spin glasses-Reference-Cited by-同舟云学术

Rational decisions, random matrices and spin glasses

Published:1998-10 Issue:3-4 Volume:259 Page:449-456
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:

Galluccio Stefano,Bouchaud Jean-Philippe,Potters Marc

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference15 articles.

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

2. Spin Glass Theory and Beyond;Mézard,1987

3. H. Markowitz, Portfolio Selection: Efficient Diversification of Investments, Wiley, New York, 1959. See also: J.P. Bouchaud, M. Potters, Theory of Financial Risk, Aléa-Saclay, Eyrolles, Paris, 1997 (in French).

4. For a recent account, see J. Hull, Futures, Options and Other Derivatives, Prentice-Hall, New York, 1997.

5. D.S. Dean, J. Phys. A 27 (1994) L23.

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