Browsing All of EconStor by Author De Nard, Gianluca
Showing results 1 to 7 of 7
| Year of Publication | Title | Author(s) |
| 2018 | Factor models for portfolio selection in large dimensions: The good, the better and the ugly | De Nard, Gianluca; Ledoit, Olivier; Wolf, Michael |
| 2020 | Large dynamic covariance matrices: Enhancements based on intraday data | De Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael |
| 2021 | Large dynamic covariance matrices: Enhancements based on intraday data | De Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael |
| 2022 | Large dynamic covariance matrices: Enhancements based on intraday data | De Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael |
| 2023 | Factor mimicking portfolios for climate risk | De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. |
| 2023 | Improved inference in financial factor models | Beck, Elliot; De Nard, Gianluca; Wolf, Michael |
| 2024 | Factor mimicking portfolios for climate risk | De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. |
