Markowitz Portfolio Model Based on Random Matrix Theory
TANG Xiao-qing1, BAI Yan-qin1, LIU Nian-zu2, LIU Ying3
Journal of Shanghai University(Natural Science Edition) . 2013, (3): 293 -297 .  DOI: 10.3969/j.issn.1007-2861.2013.03.014