Gianluca De Nard

Gianluca De Nard

Universität Zürich - Zurich / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202445
University of Zurich
person_outline Gianluca De Nard's MOST POPULAR ARTICLES
1-) Factor models for portfolio selection in large dimensions: The good, the better and the ugly Journal of Financial Econometrics 19 (2), 236-257, 2021
2-) Nonstandard errors The Journal of Finance 79 (3), 2339-2390, 2024
3-) Large dynamic covariance matrices: Enhancements based on intraday data Journal of Banking & Finance 138, 106426, 2022
4-) Subsampled factor models for asset pricing: The rise of Vasa Journal of Forecasting 41 (6), 1217-1247, 2022
5-) Oops! I shrunk the sample covariance matrix again: Blockbuster meets shrinkage Journal of Financial Econometrics 20 (4), 569-611, 2022