N. Baltas

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom N. Baltas trusts overall

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

  1. S. B. Thompson
  2. Olivier Ledoit
  3. Michael Wolf
  4. Pedro Barroso
  5. Halbert White

Who trusts N. Baltas overall

  1. Bryan Lim
  2. Stefan Zohren
  3. Stephen J. Roberts

Papers from N. Baltas's perspective

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

  1. Simple Formulas for Standard Errors that Cluster by Both Firm and Time
  2. Robust Performance Hypothesis Testing with the Sharpe Ratio
  3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  4. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. The Strategic and Tactical Value of Commodity Futures
  9. Determining the Number of Factors in Approximate Factor Models
  10. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆

Their papers