S. Kozak

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Kozak trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Trevor J. Hastie
  2. Olivier Ledoit
  3. Robert Tibshirani
  4. Jerome H. Friedman
  5. Kewei Hou
  6. Victor DeMiguel
  7. Michael Wolf
  8. Eugene F. Fama
  9. Lu Zhang
  10. Chen Xue

Who trusts S. Kozak overall

  1. Guanhao Feng
  2. Markus Pelger
  3. Luyang Chen
  4. Jingyu He
  5. Nicholas G. Polson
  6. Jason Zhu
  7. Martin Lettau

Papers from S. Kozak's perspective

Ordered by how strongly the researchers S. Kozak trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Digesting Anomalies: An Investment Approach
  2. The Elements of Statistical Learning: Data Mining, Inference, and Prediction
  3. A well-conditioned estimator for large-dimensional covariance matrices
  4. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  5. Regression Shrinkage and Selection via the Lasso
  6. The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Edition
  7. Model selection and estimation in regression with grouped variables
  8. On the distribution of the largest eigenvalue in principal components analysis
  9. Estimating the Dimension of a Model
  10. The Elements of Statistical Learning

Their papers