Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory
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- Dalibor Eterovic & Nicolas Eterovic, 2012. "Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market," Working Papers wp_025, Adolfo Ibáñez University, School of Government.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2012-01-10 (Financial Markets)
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