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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"University of Exeter / Department of Economics"
~person:"Wolf, Michael"
~subject:"Correlation"
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Wolf, Michael
Ledoit, Olivier
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Bijmolt, Tammo H. A.
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Velden, Michel van de
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
University of Exeter / Department of Economics
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
2
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
Saved in:
3
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
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