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Browsing All of EconStor by Author Ledoit, Olivier
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Showing results 1 to 20 of 34
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Year of Publication
Title
Author(s)
2011
The coexistence of commodity money and Fiat money
Ledoit, Olivier
;
Lotz, Sébastian
2011
Choice democracy
Ledoit, Olivier
2011
The redistributive effects of monetary policy
Ledoit, Olivier
2012
Reexamining possible mispricing of customer satisfaction
Bell, David R.
;
Ledoit, Olivier
;
Wolf, Michael
2013
A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
Bell, David R.
;
Ledoit, Olivier
;
Wolf, Michael
2013
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Ledoit, Olivier
;
Wolf, Michael
2013
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions
Ledoit, Olivier
;
Wolf, Michael
2013
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Ledoit, Olivier
;
Wolf, Michael
2014
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
2016
Beyond sorting: A more powerful test for cross-sectional anomalies
Ledoit, Olivier
;
Wolf, Michael
;
Zhao, Zhao
2017
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
2017
Numerical implementation of the QuEST function
Ledoit, Olivier
;
Wolf, Michael
2017
Direct nonlinear shrinkage estimation of large-dimensional covariance matrices
Ledoit, Olivier
;
Wolf, Michael
2017
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Ledoit, Olivier
;
Wolf, Michael
2017
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
2018
Factor models for portfolio selection in large dimensions: The good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
2018
Robust performance hypothesis testing with smooth functions of population moments
Ledoit, Olivier
;
Wolf, Michael
2019
Quadratic shrinkage for large covariance matrices
Ledoit, Olivier
;
Wolf, Michael
2019
Risk reduction and efficiency increase in large portfolios: Leverage and shrinkage
Zhao, Zhao
;
Ledoit, Olivier
;
Jiang, Hui
2019
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
Ledoit, Olivier
;
Wolf, Michael