Automatic Trading Agent. RMT based Portfolio Selection–Theoretical Aspects

Małgorzata Snarska ()
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Małgorzata Snarska: Cracow University of Economics, Poland

Chapter 12 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 5, pp 175-189 from University of Lodz

Abstract: Chapter 12 written by M. Snarska shows how to apply the Random Matrix Theory in automatic portfolio selection.

Keywords: Random Matrix Theory (RMT); Automatic portfolio selection (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2007
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