Olivier Ledoit

Available identifiers

MaRDI QIDQ149563

List of research outcomes

Publication	Date of Publication	Type
Large Dynamic Covariance Matrices	2017-12-22	Paper
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions	2015-07-01	Paper
Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks	2014-01-01	Paper
A well-conditioned estimator for large-dimensional covariance matrices	2004-02-03	Paper
A well-conditioned estimator for large-dimensional covariance matrices	2004-02-01	Paper

Research outcomes over time

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