Heiko Opfer

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it
• Economics and Econometrics — 14 citations into it

Whom Heiko Opfer trusts overall

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

1. Andrew W. Lo
2. Gary B. Gorton
3. Ravi Jagannathan
4. Claude B. Erb

Papers from Heiko Opfer's perspective

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

1. The Statistics of Sharpe Ratios
2. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
3. Facts and Fantasies about Commodity Futures
4. The Strategic and Tactical Value of Commodity Futures
5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
6. Common risk factors in the returns on stocks and bonds
7. The Cross‐Section of Expected Stock Returns
8. The Pricing of Options and Corporate Liabilities
9. No Contagion, Only Interdependence: Measuring Stock Market Comovements
10. International Portfolio Diversification with Estimation Risk

Their papers

• Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches (2017) — 109 citations