List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Large Dynamic Covariance Matrices Journal of Business and Economic Statistics | 2017-12-22 | Paper |
| Large Dynamic Covariance Matrices SSRN Electronic Journal | 2016-01-01 | Paper |
| Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions Journal of Multivariate Analysis | 2015-07-01 | Paper |
| Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks SSRN Electronic Journal | 2014-01-01 | Paper |
| A well-conditioned estimator for large-dimensional covariance matrices Journal of Multivariate Analysis | 2004-02-03 | Paper |
| A well-conditioned estimator for large-dimensional covariance matrices Journal of Multivariate Analysis | 2004-02-01 | Paper |
Research outcomes over time
This page was built for person: Michael Wolf
