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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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HAL
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Department of Econometrics and Business Statistics, Monash Business School
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International Monetary Fund
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Handelshøgskolen, Universitetet i Stavanger
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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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
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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
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3
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:
4
Generalized canonical correlation analysis of matrices with different row and column orders
Velden, Michel van de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939833
Saved in:
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