Portfolio Optimization and Random Matrix Theory in Stock Exchange

mostafa heidari haratemeh

Volume 2, Issue 3 , December 2021, , Pages 257-267

  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 ...  Read More