A newly application of the random matrix theory on the exploration of the efficiency of investment portfolios in the Taiwan Stock Market

Chen; Ying-Chi; Goo; Yeong-Jia

doi:10.5897/AJBM11.055

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4191

Full Length Research Paper

A newly application of the random matrix theory on the exploration of the efficiency of investment portfolios in the Taiwan Stock Market

Chen, Ying-Chi1* and Goo, Yeong-Jia2

1IBM Taiwan Corporation Consultant 2F, No. 70, Lane 190, Min-Chiuan E Road, Taipei 11490, Taiwan, R.O.C. 2Department of Business Administration, National Taipei University, Taiwan.
Email: [email protected]

Article Number - 8F870E521277
Vol.6(47), pp. 11616-11625 , November 2012
https://doi.org/10.5897/AJBM11.055

Accepted: 02 March 2011
Published: 28 November 2012

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