Browsing All of EconStor by Author De Nard, Gianluca


Showing results 1 to 11 of 11
Year of PublicationTitleAuthor(s)
2018Factor models for portfolio selection in large dimensions: The good, the better and the uglyDe Nard, Gianluca; Ledoit, Olivier; Wolf, Michael
2020Large dynamic covariance matrices: Enhancements based on intraday dataDe Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael
2021Large dynamic covariance matrices: Enhancements based on intraday dataDe Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael
2022Large dynamic covariance matrices: Enhancements based on intraday dataDe Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael
2023Factor mimicking portfolios for climate riskDe Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T.
2023Improved inference in financial factor modelsBeck, Elliot; De Nard, Gianluca; Wolf, Michael
2024Factor mimicking portfolios for climate riskDe Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T.
2025Low risk, high variability: Practical guide for portfolio constructionCirulli, Antonello; De Nard, Gianluca; Traut, Joshua; Walker, Patrick
2025Low risk, high variability: Practical guide for portfolio constructionCirulli, Antonello; De Nard, Gianluca; Traut, Joshua; Walker, Patrick
2025AI shrinkage: A data-driven approach for risk-optimized portfoliosDe Nard, Gianluca; Kostovic, Damjan
2025Low risk, high variability: Practical guide for portfolio constructionCirulli, Antonello; De Nard, Gianluca; Traut, Joshua; Walker, Patrick