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Browsing All of EconStor by Author Ledoit, Olivier
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Showing results 21 to 33 of 33
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Year of Publication
Title
Author(s)
2019
The power of (non-)linear shrinking: A review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
2020
The power of (non-)linear shrinking: A review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
2020
Risk reduction and efficiency increase in large portfolios: Leverage and shrinkage
Zhao, Zhao
;
Ledoit, Olivier
;
Jiang, Hui
2020
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
Ledoit, Olivier
;
Wolf, Michael
2020
Quadratic shrinkage for large covariance matrices
Ledoit, Olivier
;
Wolf, Michael
2020
Large dynamic covariance matrices: Enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
2021
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
Ledoit, Olivier
;
Wolf, Michael
2021
Large dynamic covariance matrices: Enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
2022
Markowitz portfolios under transaction costs
Ledoit, Olivier
;
Wolf, Michael
2022
Large dynamic covariance matrices: Enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
2023
A novel estimator of earth's curvature (allowing for inference as well)
Bell, David R.
;
Ledoit, Olivier
;
Wolf, Michael
2023
A novel estimator of earth's curvature (allowing for inference as well)
Bell, David R.
;
Ledoit, Olivier
;
Wolf, Michael
2024
Markowitz portfolios under transaction costs
Ledoit, Olivier
;
Wolf, Michael