2018
Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
Gianluca De Nard, Olivier Ledoit, Michael Wolf
Journal of Financial Econometrics OATop-listed
111
cites
Faculty
Gianluca De Nard is a Finance scholar at New York University. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 28 works, 304 citations (h-index 8).
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Affiliation on publications · University of Liechtenstein
Gianluca De Nard, Olivier Ledoit, Michael Wolf
Journal of Financial Econometrics OATop-listed
Gianluca De Nard, Robert F. Engle, Olivier Ledoit, Michael Wolf
Journal of Banking & Finance OATop-listed
Gianluca De Nard, Olivier Ledoit, Michael Wolf
SSRN Electronic Journal OA