Browsen in EconStor gesamt nach Autorinnen & Autoren Ledoit, Olivier

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DatumTitelAutoren
2011 The redistributive effects of monetary policyLedoit, Olivier
2011 Choice democracyLedoit, Olivier
2011 The coexistence of commodity money and Fiat moneyLedoit, Olivier; Lotz, Sébastian
2012 Reexamining possible mispricing of customer satisfactionBell, David R.; Ledoit, Olivier; Wolf, Michael
2013 Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensionsLedoit, Olivier; Wolf, Michael
2013 Optimal estimation of a large-dimensional covariance matrix under Stein's lossLedoit, Olivier; Wolf, Michael
2013 A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfactionBell, David R.; Ledoit, Olivier; Wolf, Michael
2013 Optimal estimation of a large-dimensional covariance matrix under Stein's lossLedoit, Olivier; Wolf, Michael
2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier; Wolf, Michael
2016 Beyond sorting: A more powerful test for cross-sectional anomaliesLedoit, Olivier; Wolf, Michael; Zhao, Zhao
2017 Numerical implementation of the QuEST functionLedoit, Olivier; Wolf, Michael
2017 Optimal estimation of a large-dimensional covariance matrix under Stein's lossLedoit, Olivier; Wolf, Michael
2017 Large dynamic covariance matricesEngle, Robert F.; Ledoit, Olivier; Wolf, Michael
2017 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier; Wolf, Michael
2017 Direct nonlinear shrinkage estimation of large-dimensional covariance matricesLedoit, Olivier; Wolf, Michael
2018 Factor models for portfolio selection in large dimensions: The good, the better and the uglyDe Nard, Gianluca; Ledoit, Olivier; Wolf, Michael
2018 Robust performance hypothesis testing with smooth functions of population momentsLedoit, Olivier; Wolf, Michael
2019 Shrinkage estimation of large covariance matrices: Keep it simple, statistician?Ledoit, Olivier; Wolf, Michael
2019 Risk reduction and efficiency increase in large portfolios: Leverage and shrinkageZhao, Zhao; Ledoit, Olivier; Jiang, Hui
2019 The power of (non-)linear shrinking: A review and guide to covariance matrix estimationLedoit, Olivier; Wolf, Michael