January 08, 2004 article Open access Random matrix theory for portfolio optimization: a stability approach Physica A Statistical Mechanics and its Applications DOI: 10.1016/j.physa.2003.12.016 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 93 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations 1 result References 0