Narrow search
Showing 1 - 2 of 2
Cover Image
A large-dimensional test for cross-sectional anomalies : efficient sorting revisited
De Nard, Gianluca; Zhao, Zhao - In: International review of economics & finance : IREF 80 (2022), pp. 654-676
Persistent link: https://www.econbiz.de/10013342641
Cover Image
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca; Zhao, Zhao - In: Journal of empirical finance 72 (2023), pp. 23-35
Persistent link: https://www.econbiz.de/10014476795