| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
108 |
| A novel estimator of earth's curvature (allowing for inference as well) |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
9 |
| A well conditioned estimator for large dimensional covariance matrices |
0 |
1 |
2 |
22 |
3 |
6 |
15 |
136 |
| Analytical nonlinear shrinkage of large-dimensional covariance matrices |
1 |
1 |
3 |
69 |
6 |
8 |
22 |
219 |
| Central limit theorems when data are dependent: addressing the pedagogical gaps |
0 |
0 |
1 |
54 |
1 |
1 |
4 |
156 |
| Choice Democracy |
0 |
0 |
0 |
73 |
0 |
1 |
4 |
112 |
| Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
76 |
| Eigenvectors of some large sample covariance matrices ensembles |
0 |
0 |
0 |
144 |
3 |
4 |
10 |
554 |
| Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes |
0 |
0 |
0 |
366 |
0 |
0 |
4 |
1,359 |
| Factor models for portfolio selection in large dimensions: the good, the better and the ugly |
0 |
0 |
1 |
109 |
0 |
1 |
8 |
167 |
| Flexible multivariate GARCH modeling with an application to international stock markets |
0 |
0 |
0 |
503 |
0 |
0 |
1 |
1,043 |
| Honey, I Shrunk the Sample Covariance Matrix |
0 |
0 |
3 |
63 |
1 |
3 |
23 |
254 |
| Honey, I shrunk the sample covariance matrix |
0 |
3 |
8 |
1,066 |
8 |
27 |
75 |
3,874 |
| Improved estimation of the covariance matrix of stock returns with an application to portfolio selection |
0 |
1 |
2 |
33 |
1 |
6 |
21 |
150 |
| Improved estimation of the covariance matrix of stock returns with an application to portofolio selection |
0 |
0 |
4 |
1,035 |
2 |
5 |
16 |
2,902 |
| Large dynamic covariance matrices |
1 |
1 |
1 |
131 |
1 |
3 |
6 |
257 |
| Large dynamic covariance matrices: enhancements based on intraday data |
0 |
0 |
2 |
54 |
1 |
2 |
8 |
101 |
| Markowitz portfolios under transaction costs |
1 |
2 |
5 |
40 |
2 |
4 |
25 |
77 |
| Nonlinear shrinkage estimation of large-dimensional covariance matrices |
0 |
0 |
0 |
106 |
0 |
1 |
3 |
235 |
| Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks |
0 |
1 |
1 |
126 |
1 |
3 |
6 |
379 |
| Numerical implementation of the QuEST function |
0 |
0 |
0 |
26 |
0 |
3 |
3 |
92 |
| Optimal estimation of a large-dimensional covariance matrix under Stein’s loss |
0 |
0 |
0 |
37 |
0 |
1 |
4 |
80 |
| Quadratic shrinkage for large covariance matrices |
0 |
0 |
2 |
45 |
0 |
1 |
6 |
85 |
| Risk reduction and efficiency increase in large portfolios: leverage and shrinkage |
1 |
1 |
2 |
20 |
2 |
4 |
7 |
64 |
| Robust Performance Hypothesis Testing with the Sharpe Ratio |
1 |
2 |
6 |
644 |
2 |
8 |
18 |
2,193 |
| Robust performance hypothesis testing with smooth functions of population moments |
0 |
0 |
1 |
43 |
0 |
2 |
6 |
34 |
| Robust performance hypothesis testing with the variance |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
150 |
| Shrinkage estimation of large covariance matrices: keep it simple, statistician? |
0 |
0 |
1 |
39 |
0 |
1 |
5 |
124 |
| Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size |
0 |
0 |
0 |
231 |
0 |
1 |
4 |
864 |
| Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions |
0 |
0 |
0 |
117 |
0 |
1 |
4 |
308 |
| The coexistence of commodity money and fiat money |
0 |
1 |
1 |
114 |
0 |
1 |
6 |
432 |
| The power of (non-)linear shrinking: a review and guide to covariance matrix estimation |
0 |
0 |
4 |
77 |
0 |
1 |
12 |
201 |
| The redistributive effects of monetary policy |
0 |
0 |
4 |
158 |
0 |
0 |
8 |
422 |
| Total Working Papers |
5 |
14 |
54 |
5,635 |
35 |
101 |
339 |
17,217 |
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