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Search Results - De Nard, Gianluca
Search Results - De Nard, Gianluca
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Subsampled factor models for asset pricing: The rise of Vasa
by
De Nard, Gianluca
,
Hediger, Simon
,
Leippold, Markus
Published in
Journal of forecasting
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Large dynamic covariance matrices: Enhancements based on intraday data
by
De Nard, Gianluca
,
Engle, Robert F.
,
Ledoit, Olivier
,
Wolf, Michael
Published in
Journal of banking & finance
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Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage
by
De Nard, Gianluca
Published in
Journal of financial econometrics
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Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices
by
De Nard, Gianluca
,
Zhao, Zhao
Published in
Journal of empirical finance
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Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
by
De Nard, Gianluca
,
Ledoit, Olivier
,
Wolf, Michael
Published in
Journal of financial econometrics
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A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited
by
De Nard, Gianluca
,
Zhao, Zhao
Published in
International review of economics & finance
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Improved inference in financial factor models
by
Beck, Elliot
,
De Nard, Gianluca
,
Wolf, Michael
Published in
International review of economics & finance
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Factor-Mimicking Portfolios for Climate Risk
by
De Nard, Gianluca
,
Engle, Robert F.
,
Kelly, Bryan
Published in
Financial analysts journal
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Nonstandard Errors
by
KIRCHLER, MICHAEL
,
RAZEN, MICHAEL
,
ABUDY, MENACHEM (MENI)
,
AKMANSOY, OLIVIER
,
ANGEL, JAMES J.
,
BACH, AMADEUS
,
BARBON, ANDREA
,
BONDARENKO, OLEG
,
BOURI, ELIE
,
ROMERO, LAURA M. CAPERA
,
CAPORIN, MASSIMILIANO
,
CASKURLU, TOLGA
,
CHAKRABARTY, BIDISHA
,
CHEUNG, WILLIAM
,
CHINCARINI, LUDWIG B.
,
CHOW, SHEUNG‐CHI
,
CLAPHAM, BENJAMIN
,
COMERTON‐FORDE, CAROLE
,
DAO, THONG
,
DARE, WALE
,
DAVIES, RYAN J.
,
DECLERCK, FANY
,
DEEV, OLEG
,
DESAGRE, CHRISTOPHE
,
DIM, CHUKWUMA
,
DRUMMOND, PHILIP A.
,
DZIELIŃSKI, MICHAŁ
,
EKSI, ASLI
,
EUGSTER, NICOLAS
,
FERRARA, GERARDO
,
FERROUHI, EL MEHDI
,
FONG, KINGSLEY Y. L.
,
FOUCAULT, THIERRY
,
FRÖMMEL, MICHAEL
,
GAO, GE
,
GEHRIG, THOMAS P.
,
GIL‐BAZO, JAVIER
,
GOMEZ, THOMAS
,
GRAMMIG, JOACHIM
,
HARTMANN, SIMON
,
HASSE, JEAN‐BAPTISTE
,
HAUTSCH, NIKOLAUS
,
IVASHCHENKO, ALEXEY
,
JURKATIS, SIMON
,
KAECK, ANDREAS T.
,
KARAM, ARZÉ
,
KASSNER, BERNHARD
,
KHAN, SAAD A.
,
KHOMYN, MARTA K.
,
KLOS, ALEXANDER
,
KOLOKOLOV, ALEKSEY
,
KWAN, AMY
,
LAJAUNIE, QUENTIN
,
LAM, F. Y. ERIC C.
,
LANGLOIS, HUGUES
,
LI, YIJIE
,
MARTINEAU, CHARLES
,
MIHET, ROXANA
,
MOINAS, SOPHIE
,
MURAVYEV, DMITRIY
,
NIMALENDRAN, MAHENDRARAJAH
,
ØDEGAARD, BERNT A.
,
ÖSTBERG, PER
,
PRESS, OLIVER‐ALEXANDER
,
PROKOPCZUK, MARCEL
,
RAIZADA, GAURAV
,
RAKOWSKI, DAVID
,
REITZ, STEFAN
,
RIDDIOUGH, STEVEN J.
,
RINNE, KALLE
,
RINTAMÄKI, PAUL
,
RIORDAN, RYAN
,
LONGARELA, IÑAKI RODRÍGUEZ
,
ROSEMAN, BRIAN
,
RZAYEV, KHALADDIN
,
SARKAR, ASANI
,
SARNO, LUCIO
,
SCHERTLER, ANDREA
,
SCHROEDER, FLORIAN
,
SEASHOLES, MARK S.
,
SIMION, GIORGIA
,
SMALES, LEE A.
,
SÖDERLIND, PAUL
,
SOKOLOV, KONSTANTIN
,
SÖNKSEN, JANTJE
,
STEFANOVA, DENITSA
,
TROLLE, ANDERS B.
,
VOIGT, STEFAN
,
WAGNER, WOLF
,
WEISS, PATRICK
,
WIKA, HANS C.
,
WRAMPELMEYER, JAN
,
YU, SHIHAO
,
YUESHEN, BART Z.
,
ZAMOJSKI, MARCIN
,
ZAREEI, ABALFAZL
,
ZHANG, S. SARAH
,
ZHOU, CHEN
,
ZHU, XINGYU S.
,
ZWINKELS, REMCO
Published in
The Journal of finance (New York)
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