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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Wolf, M."
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10
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7
Portfolio-Management
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dynamic conditional correlations
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Aufsatz in Zeitschrift
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78
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English
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Wolf, Michael
20
Ledoit, Olivier
9
Romano, Joseph P.
8
De Nard, Gianluca
3
De Wolf, Michel
3
Shaikh, Azeem M.
3
Engle, Robert F.
2
Beck, Elliot
1
Bopp, Jacques
1
Bourgeois, Marc
1
Charrier, Emmanuel
1
Colmant, Bruno
1
Delgado, Miguel A.
1
Gonzalo, Jesús
1
Jacquemin, Amélie
1
Politis, Dimitris N.
1
Rodríguez Poo, Juan Manuel
1
Santa-Clara, Pedro
1
Schulze, Isabel
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Verougstraete, Ivan
1
Wolf, Matthias
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Wolf, Nicolas
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
Journal of financial econometrics
3
Journal of empirical finance
2
Revue Gestion 2000 : management & prospective
2
Annual review of economics
1
Betriebswirtschaftliche Forschung und Praxis : BFuP
1
Econometric theory
1
Economics letters
1
Finanzmarkt und Portfolio-Management
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Les comptes annuels des petites associations : (ASBL, AISBL et fondations)
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
25
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1
Improved inference in financial factor models
Beck, Elliot
;
De Nard, Gianluca
;
Wolf, Michael
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 364-379
Persistent link: https://www.econbiz.de/10014431556
Saved in:
2
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
3
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
4
Grüner Wasserstoff als Forced Opportunity : eine Transformation des Business Model Canvas am Beispiel der deutschen Stahlindustrie
Wolf, Nicolas
;
Schulze, Isabel
- In:
Betriebswirtschaftliche Forschung und Praxis : BFuP
74
(
2022
)
2
,
pp. 169-190
Persistent link: https://www.econbiz.de/10013185660
Saved in:
5
Dossier : l'entreprise en crise ; regards croisés de la fiscalité, du droit et de la gestion
De Wolf, Michel
- In:
Revue Gestion 2000 : management & prospective
35
(
2018
)
2
,
pp. 19-20
Persistent link: https://www.econbiz.de/10011977140
Saved in:
6
Panel final : "l'entreprise en crise ; les résponses de droit, de la fiscalité et de la gestion dans l'Union européenne et l'espace francophone"
Bourgeois, Marc
;
Charrier, Emmanuel
;
Colmant, Bruno
;
De …
- In:
Revue Gestion 2000 : management & prospective
35
(
2018
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10011977619
Saved in:
7
Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
Saved in:
8
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
9
Efficient sorting : a more powerful test for cross-sectional anomalies
Ledoit, Olivier
;
Wolf, Michael
;
Zhao, Zhao
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 645-686
Persistent link: https://www.econbiz.de/10012152240
Saved in:
10
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
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