The following pages link to Olivier Ledoit (Q149563):
Displaying 5 items.
- Large Dynamic Covariance Matrices (Q149565) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions (Q149571) (← links)
- Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks (Q5978357) (← links)
