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April 15, 2024Open Access

Enhancing Portfolio Allocation: A Random Matrix Theory Perspective

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Authors

FVFabio VanniAHAsmerilda HitajEMElisa Mastrogiacomo

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Vanni et al. (2024) studied this question.

synapsesocial.com/papers/68e6f39db6db64358766dd5chttps://doi.org/10.20944/preprints202404.0872.v1
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