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Number of items: 19.

Engle, Robert F; Ledoit, Olivier; Wolf, Michael (2017). Large dynamic covariance matrices. Working paper series / Department of Economics 231, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2017). Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. Working paper series / Department of Economics 122, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2017). Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks. Working paper series / Department of Economics 137, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2017). Numerical implementation of the QuEST function. Working paper series / Department of Economics 215, University of Zurich.

Ledoit, Olivier; Wolf, Michael; Zhao, Zhao (2016). Beyond sorting: a more powerful test for cross-sectional anomalies. Working paper series / Department of Economics 238, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2015). Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Journal of Multivariate Analysis, 139:360-384.

Bell, David R; Ledoit, Olivier; Wolf, Michael (2014). A new portfolio formation approach to mispricing of marketing performance indicators: an application to customer satisfaction. Customer Needs and Solutions, 1(4):263-276.

Bell, David B; Ledoit, Olivier; Wolf, Michael (2013). A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction. Working paper series / Department of Economics 79, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2013). Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Working paper series / Department of Economics 105, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2012). Nonlinear shrinkage estimation of large-dimensional covariance matrices. The Annals of Statistics, 40(2):1024-1060.

Ledoit, Olivier; Wolf, Michael (2011). Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices. Working paper series / Institute for Empirical Research in Economics No. 515, University of Zurich.

Ledoit, Olivier (2011). Choice Democracy. Working paper series / Department of Economics No. 38, University of Zurich.

Ledoit, Olivier (2011). The Redistributive Effects of Monetary Policy. Working paper series / Department of Economics No. 44, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2011). Robust performance hypothesis testing with the variance. Wilmott Magazine, 2011(55):86-89.

Ledoit, Olivier; Lotz, Sébastien (2011). The Coexistence of Commodity Money and Fiat Money. Working paper series / Department of Economics No. 24, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2010). Robust Performance Hypothesis Testing with the Variance. Working paper series / Institute for Empirical Research in Economics No. 516, University of Zurich.

Crack, Timothy Falcon; Ledoit, Olivier (2010). Central Limit Theorems When Data Are Dependent: Addressing the Pedagogical Gaps. Working paper series / Institute for Empirical Research in Economics No. 480, University of Zurich.

Ledoit, Olivier; Péché, Sandrine (2009). Eigenvectors of some large sample covariance matrices ensembles. Working paper series / Institute for Empirical Research in Economics No. 407, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2008). Robust performance hypothesis testing with the Sharpe ratio. Journal of Empirical Finance, 15(5):850-859.

This list was generated on Sun Jul 23 11:12:32 2017 CEST.