Access Statistics for Gianluca Fabio De Nard
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Factor mimicking portfolios for climate risk | 0 | 0 | 5 | 63 | 0 | 1 | 26 | 86 |
| Factor models for portfolio selection in large dimensions: the good, the better and the ugly | 0 | 0 | 1 | 110 | 0 | 2 | 29 | 196 |
| Improved inference in financial factor models | 0 | 0 | 1 | 63 | 0 | 1 | 26 | 45 |
| Large dynamic covariance matrices: enhancements based on intraday data | 0 | 0 | 0 | 54 | 0 | 4 | 27 | 128 |
| Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios | 0 | 0 | 3 | 19 | 1 | 3 | 32 | 41 |
| Low risk, high variability: practical guide for portfolio construction | 0 | 0 | 3 | 12 | 0 | 0 | 21 | 48 |
| Total Working Papers | 0 | 0 | 13 | 321 | 1 | 11 | 161 | 544 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited | 0 | 1 | 3 | 4 | 0 | 3 | 16 | 27 |
| Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly | 0 | 1 | 2 | 18 | 0 | 6 | 26 | 57 |
| Factor-Mimicking Portfolios for Climate Risk | 0 | 0 | 1 | 3 | 0 | 2 | 22 | 32 |
| Improved inference in financial factor models | 0 | 0 | 0 | 1 | 0 | 0 | 13 | 18 |
| Large dynamic covariance matrices: Enhancements based on intraday data | 0 | 0 | 3 | 9 | 0 | 3 | 22 | 54 |
| Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage | 0 | 2 | 2 | 12 | 0 | 2 | 12 | 33 |
| Subsampled factor models for asset pricing: The rise of Vasa | 0 | 0 | 0 | 4 | 0 | 1 | 12 | 35 |
| Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices | 0 | 1 | 2 | 6 | 1 | 2 | 17 | 29 |
| Total Journal Articles | 0 | 5 | 13 | 57 | 1 | 19 | 140 | 285 |
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