Michael Wolf

Michael Wolf

Universität Zürich - Zürich / Switzerland
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1103060
University of Zurich
person_outline Michael Wolf's MOST POPULAR ARTICLES
1-) A well-conditioned estimator for large-dimensional covariance matricesO Ledoit, M WolfJournal of Multivariate Analysis 88 (2), 365-411, 200427142004
2-) Improved estimation of the covariance matrix of stock returns with an application to portfolio selectionO Ledoit, M WolfJournal of Empirical Finance 10 (5), 603-621, 200318352003
3-) SubsamplingDN Politis, JP Romano, M WolfSpringer Verlag, 199916721999
4-) Honey, I shrunk the sample covariance matrixO Ledoit, M WolfJournal of Portfolio Management 30 (4), 110-119, 200417132004
5-) Robust performance hypothesis testing with the Sharpe ratioO Ledoit, M WolfJournal of Empirical Finance 15 (5), 850-859, 200811532008