Portfolio optimization and the random magnet problem

Author: Rosenow B.   Plerou V.   Gopikrishnan P.   Stanley H. E.  

Publisher: Edp Sciences

E-ISSN: 1286-4854|59|4|500-506

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.59, Iss.4, 2010-03, pp. : 500-506

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Abstract