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2. Correlation of financial markets in times of crisis. (2012). Sandoval, Leonidas ; Franca, Italo De Paula, .
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1. Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis. (2022). Sinka, Peter ; Zeitsch, Peter J.
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2. Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities. (2022). James, Nick.
   In: Papers.
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3. Emergence of correlations between securities at short time scales. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien.
   In: Post-Print.
   RePEc:hal:journl:hal-02343888.

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4. When financial economics influences physics: The role of Econophysics. (2019). Mantegna, Rosario ; Jovanovic, Franck ; Schinckus, Christophe.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162.

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5. Emergence of correlations between securities at short time scales. (2018). Valeyre, S ; Aboura, S ; Grebenkov, D S.
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6. LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION. (2016). Still, Susanne ; Marsili, Matteo ; Kondor, Imre ; Caccioli, Fabio.
   In: International Journal of Theoretical and Applied Finance (IJTAF).
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7. Cleaning large correlation matrices: tools from random matrix theory. (2016). Potters, Marc ; Bun, Joel ; Bouchaud, Jean-Philippe.
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8. Analysing voting behaviour in the United States banking sector through eigenvalue decomposition. (2015). Vizcaíno-González, Marcos ; Caby, Jerome ; Vizcaino-Gonzalez, Marcos ; Pineiro-Chousa, Juan.
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9. Phase Transition in the S&P Stock Market. (2015). Raddant, Matthias ; Wagner, Friedrich.
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10. Una aplicación de la teoría de matrices aleatorias para analizar la variación del rendimiento de diferentes commodities a lo largo del periodo 2000-2012. (2014). Mata-Mata, Leovardo ; Nuez-Mora, Jose Antonio.
    In: eseconomía.
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11. $L_p$ regularized portfolio optimization. (2014). Kondor, Imre ; Still, Susanne ; Marsili, Matteo ; Caccioli, Fabio.
    In: Papers.
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12. Phase transition in the S&P stock market. (2013). Raddant, Matthias ; Wagner, Friedrich.
    In: Kiel Working Papers.
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13. Separating the wheat from the chaff: Understanding portfolio returns in an emerging market. (2013). Eterovic, Dalibor.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:145-169.

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14. Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market. (2012). .
    In: Working Papers.
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15. On the non-stationarity of financial time series: impact on optimal portfolio selection. (2012). Scalas, Enrico ; Livan, Giacomo ; Inoue, Jun-Ichi.
    In: Papers.
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16. Random Matrix Theory and Fund of Funds Portfolio Optimisation. (2010). Conlon, Thomas ; Crane, Martin ; Ruskin, Heather J..
    In: Papers.
    RePEc:arx:papers:1005.5021.

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17. Cross-Correlation Dynamics in Financial Time Series. (2010). Conlon, Thomas ; Crane, Martin ; Ruskin, Heather J..
    In: Papers.
    RePEc:arx:papers:1002.0321.

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18. Cross-correlation dynamics in financial time series. (2009). Conlon, Thomas ; Crane, M. ; Ruskin, H. J..
    In: Physica A: Statistical Mechanics and its Applications.
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19. Noise sensitivity of portfolio selection in constant conditional correlation GARCH models. (2007). Kondor, Imre ; Varga-Haszonits, I..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:385:y:2007:i:1:p:307-318.

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20. Random matrix theory and fund of funds portfolio optimisation. (2007). Conlon, Thomas ; Crane, M. ; Ruskin, H. J..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:382:y:2007:i:2:p:565-576.

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21. Non-stationary correlation matrices and noise. (2007). Martins, Andre C. R., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:379:y:2007:i:2:p:552-558.

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22. Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Laloux, Laurent ; Bouchaud, Jean-Philippe ; Miceli, Augusta M..
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500066.

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