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    Portfolio Optimization and Random Matrix Theory in Stock Exchange by mostafa heidari haratemeh

    Published 2021-11-01
    “…Purpose: This study aimed to optimize the stock portfolio based on stochastic matrix theory in the stock market and to answer whether the relevant information will exist using the Marčenko–Pastur distribution.Methodology: The data of 31 shares in the Tehran Stock Exchange in 2016 - 2019 will be examined for cross-correlation between shares. …”
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