Barbara Ostdiek
Finance · 2003–2012
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it; #2,723 of 10,518 by trust here, #2,099 by citations
- Economics and Econometrics — 12 citations into it; #16,173 of 23,481 by trust here, #19,308 by citations
- Management Science and Operations Research — 5 citations into it
Whom Barbara Ostdiek trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ľuboš Pástor
- Eugene F. Fama
- Mark Grinblatt
- Dimitris Nicolas Politis
- Raymond Kan
- Victor DeMiguel
- Sheridan Titman
- Lorenzo Garlappi
- Guofu Zhou
- R. C. Merton
Who trusts Barbara Ostdiek overall
Papers from Barbara Ostdiek's perspective
Ordered by how strongly the researchers Barbara Ostdiek trusts endorse each paper. Same corpus, a different order for every researcher.
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
- The stationary bootstrap
- Optimal Portfolio Choice with Parameter Uncertainty (Journal of Financial and Quantitative Analysis)
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Common risk factors in the returns on stocks and bonds
- Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
- The Persistence of Mutual Fund Performance
- Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
- International Portfolio Diversification with Estimation Risk
Their papers
- It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification (2012) — 259 citations
- The economic value of volatility timing using “realized” volatility ☆ (2003) — 652 citations