Portfolio Optimization by Using Denoised Covariance Matrix in Tehran Stock Exchange
Portfolio Optimization by Using Denoised Covariance Matrix in Tehran Stock Exchange

Shapour Mohammadi,; Mohamad Ali Khojasteh

Volume 0, Issue 15 , April 2009, , Pages 33-48

Abstract
  Deviation of financial markets behavior in reality from which the Efficient Market Hypothesis suggests is a serious challenge. This fact is led to emerging of new fields in economics, ...  Read More