//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Approximate Arbitrage
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
6
Language
All
Undetermined
6
Author
All
Ledoit, Olivier
6
Wolf, Michael
3
Bernardo, Antonio E.
2
Falcon Crack, Timothy
1
Santa-Clara, Pedro
1
Published in...
All
Journal of political economy
2
Journal of empirical finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of economics and statistics
1
Source
All
OLC EcoSci
RePEc
269
ECONIS (ZBW)
113
EconStor
33
USB Cologne (business full texts)
2
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->