G. D. Nard
Finance · 2019
A researcher in the Science corpus: 1 paper; trusts 17 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it; #6,238 of 10,518 by trust here, #10,047 by citations
- Economics and Econometrics — 16 citations into it; #13,565 of 23,481 by trust here, #22,774 by citations
- Management Science and Operations Research — 7 citations into it
- Statistics and Probability — 7 citations into it
Whom G. D. Nard trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Olivier Ledoit
- Clifford Lam
- Attilio Meucci
- Victor DeMiguel
- Eugene F. Fama
- Jianqing Fan
- Yacine Aït-Sahalia
- Kevin Sheppard
- Narasimhan Jegadeesh
Who trusts G. D. Nard overall
Papers from G. D. Nard's perspective
Ordered by how strongly the researchers G. D. Nard trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
- High dimensional covariance matrix estimation using a factor model
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
- Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
- Determining the Number of Factors in Approximate Factor Models
- Dynamic Conditional Correlation
- Forecasting multivariate realized stock market volatility
- DYNAMIC FACTOR MODELS
Their papers
- Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly (2019) — 106 citations