Browsen in EconStor gesamt nach Autor:innen De Nard, Gianluca
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Erscheinungsjahr | Titel | Autor:innen |
2018 | Factor models for portfolio selection in large dimensions: The good, the better and the ugly | De Nard, Gianluca; 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 | Large dynamic covariance matrices: Enhancements based on intraday data | De Nard, Gianluca; Engle, Robert F.; 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 | Factor mimicking portfolios for climate risk | De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. |
2023 | Improved inference in financial factor models | Beck, Elliot; De Nard, Gianluca; Wolf, Michael |
2024 | Factor mimicking portfolios for climate risk | De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. |
2025 | Low risk, high variability: Practical guide for portfolio construction | Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; Walker, Patrick |