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 | 2 | 5 | 59 | 2 | 7 | 22 | 65 |
| Factor models for portfolio selection in large dimensions: the good, the better and the ugly | 1 | 1 | 2 | 110 | 2 | 5 | 11 | 172 |
| Improved inference in financial factor models | 0 | 1 | 1 | 62 | 0 | 2 | 3 | 20 |
| Large dynamic covariance matrices: enhancements based on intraday data | 0 | 0 | 2 | 54 | 5 | 7 | 14 | 107 |
| Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios | 0 | 1 | 16 | 16 | 3 | 5 | 12 | 12 |
| Low risk, high variability: practical guide for portfolio construction | 0 | 2 | 10 | 10 | 3 | 5 | 31 | 31 |
| Total Working Papers | 1 | 7 | 36 | 311 | 15 | 31 | 93 | 407 |
| 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 | 1 | 1 | 1 | 2 | 2 | 2 | 6 | 13 |
| Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly | 1 | 1 | 3 | 17 | 4 | 9 | 13 | 40 |
| Factor-Mimicking Portfolios for Climate Risk | 0 | 0 | 2 | 2 | 0 | 4 | 12 | 13 |
| Improved inference in financial factor models | 0 | 0 | 1 | 1 | 0 | 1 | 3 | 6 |
| Large dynamic covariance matrices: Enhancements based on intraday data | 0 | 0 | 0 | 6 | 1 | 2 | 5 | 33 |
| Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage | 0 | 0 | 1 | 10 | 3 | 5 | 6 | 25 |
| Subsampled factor models for asset pricing: The rise of Vasa | 0 | 0 | 0 | 4 | 1 | 1 | 5 | 24 |
| Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices | 0 | 0 | 0 | 4 | 2 | 4 | 4 | 15 |
| Total Journal Articles | 2 | 2 | 8 | 46 | 13 | 28 | 54 | 169 |
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