• 1544 Citations
  • 19 h-Index
1968 …2019
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Research Output 1968 2019

  • 1544 Citations
  • 19 h-Index
  • 51 Article
  • 2 Chapter
  • 1 Conference contribution
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Conference contribution
2005
35 Citations (Scopus)

Random matrix filtering in portfolio optimization

Papp, G., Pafka, S., Nowak, M. A. & Kondor, I., Sep 2005, Acta Physica Polonica B. Burda, Z., Jurkiewicz, J. & Nowak, M. A. (eds.). 9 ed. Vol. 36. p. 2757-2765 9 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

finance
environment simulation
optimization