@article{202404.0872, doi = {10.20944/preprints202404.0872.v1}, url = {https://doi.org/10.20944/preprints202404.0872.v1}, year = 2024, month = {April}, publisher = {Preprints}, author = {Fabio Vanni and Asmerilda Hitaj and Elisa Mastrogiacomo}, title = {Enhancing Portfolio Allocation: A Random Matrix Theory Perspective}, journal = {Preprints} }