Olivier Ledoit

Universität Zürich - Zurich / Switzerland

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1088220

University of Zurich

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Universität Zürich

Olivier Ledoit's MOST POPULAR ARTICLES

1-) A well-conditioned estimator for large-dimensional covariance matrices Journal of multivariate analysis 88 (2), 365-411, 2004

2-) Improved estimation of the covariance matrix of stock returns with an application to portfolio selection Journal of empirical finance 10 (5), 603-621, 2003

3-) Honey, I shrunk the sample covariance matrix The Journal of Portfolio Management 30 (4), 110-119, 2004

4-) Robust performance hypothesis testing with the Sharpe ratio Journal of Empirical Finance 15 (5), 850-859, 2008

5-) Crashes as critical points International Journal of Theoretical and Applied Finance 3 (02), 219-255, 2000

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