Browsing All of EconStor by Author Ledoit, Olivier


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