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Robust Structure Without Predictability: The "Compass Rose" Pattern of the Stock Market
Falcon Crack, Timothy; Ledoit, Olivier - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 751-762
Persistent link: https://www.econbiz.de/10007313232
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PORTFOLIO OPTIMIZATION ISSUES - Honey, I Shrunk the Sample Covariance Matrix
Ledoit, Olivier; Wolf, Michael - In: The journal of portfolio management : a publication of … 30 (2004) 4, pp. 110
Persistent link: https://www.econbiz.de/10006549977
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Articles - Gain, Loss, and Asset Pricing
Bernardo, Antonio E.; Ledoit, Olivier - In: Journal of political economy 108 (2000) 1, pp. 144-172
Persistent link: https://www.econbiz.de/10007680793
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Articles - Gain, Loss, and Asset Pricing
Bernardo, Antonio E.; Ledoit, Olivier - In: Journal of political economy 108 (2000) 1, pp. 144-172
Persistent link: https://www.econbiz.de/10007680801
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Flexible Multivariate GARCH Modeling with an Application to International Stock Markets
Ledoit, Olivier; Santa-Clara, Pedro; Wolf, Michael - In: The review of economics and statistics 85 (2003) 3, pp. 735-747
Persistent link: https://www.econbiz.de/10006369256
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Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier; Wolf, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 603-622
Persistent link: https://www.econbiz.de/10007232490