The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
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Citations
Cites
A well-conditioned estimator for large-dimensional covariance matrices
Ledoit, O., & Wolf, M. (2004) · Journal of Multivariate Analysis · doi:10.1016/s0047-259x(03)00096-4 · Cited by 3,046
Self-citationExtra-Market Components of Covariance in Security Returns
Rosenberg, B. (1974) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330104 · Cited by 296
Cited by
A well-conditioned estimator for large-dimensional covariance matrices
Ledoit, O., & Wolf, M. (2004) · Journal of Multivariate Analysis · doi:10.1016/s0047-259x(03)00096-4 · Cited by 3,046
Self-citationInformation-based functional brain mapping
Kriegeskorte, N., Goebel, R., & Bandettini, P. (2006) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.0600244103 · Cited by 2,113
Machine learning classifiers and fMRI: A tutorial overview
Pereira, F., Mitchell, T., & Botvinick, M. (2009) · NeuroImage · doi:10.1016/j.neuroimage.2008.11.007 · Cited by 1,624
Shrinkage Algorithms for MMSE Covariance Estimation
Chen, Y., Wiesel, A., Eldar, Y. C., & Hero, A. O. (2010) · IEEE Transactions on Signal Processing · doi:10.1109/tsp.2010.2053029 · Cited by 567
Gomes, F., Haliassos, M., & Ramadorai, T. (2021) · Journal of Economic Literature · doi:10.1257/jel.20201461 · Cited by 396
Zerbib, O. D. (2022) · Review of Finance · doi:10.1093/rof/rfac045 · Cited by 252
Regularised Manova for high-dimensional data
Ullah, I., & Jones, B. (2015) · Australian & New Zealand Journal of Statistics · doi:10.1111/anzs.12126 · Cited by 14
Metadata
- Authors
- Ledoit, O., & Wolf, M.
- Venue
- Journal of Empirical Finance
- Publisher
- Elsevier BV
- Published
- 2003-12
- Volume
- 10
- Issue
- 5
- Pages
- 603-621
- ISSN
- 0927-5398 (ISSN-L)
- OpenAlex
- W2165408259
- Cited by
- 1,627
- References
- 2
- FWCI
- 27.60
- Type
- journal article
- Language
- en
- Open access
- closed
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
