华中科技大学主页平台管理系统 ZHAO ZHAO--英文主页-- Zhao Zhao; Olivier Ledoit; Hui Jiang; Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix, Journal of Financial Econometrics, 2023, 21(1): 73-105.

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Current position: 英文主页 > Scientific Research > Paper Publications

Zhao Zhao; Olivier Ledoit; Hui Jiang; Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix, Journal of Financial Econometrics, 2023, 21(1): 73-105.

Release time:2023-06-07 Hits:

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Overseas exposures, global events, and mutual fund performance
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Gianluca De Nard; Zhao Zhao; Using, taming or avoiding the factor zoo? A double shrinkage estimator for covariance matrices, Journal of Empirical Finance, 2023, 72: 23-35.

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ZHAO ZHAO

·Paper Publications