A. Dimitriu
2005
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom A. Dimitriu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from A. Dimitriu's perspective
Ordered by how strongly the researchers A. Dimitriu trusts endorse each paper. Same corpus, a different order for every researcher.
- On the typical spectral shape of an economic variable
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
- Introduction to Statistical Time Series.
- An impact evaluation of education, health, and water supply investments by the Bolivian social investment fund
- β and σ-convergence: A mathematical relation of causality
- Common risk factors in the returns on stocks and bonds
- Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis
- International Portfolio Diversification with Estimation Risk
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- The Theory and Practice of Corporate Finance: Evidence from the Field
Their papers
- Indexing and Statistical Arbitrage (2005) — 111 citations