Roger Clarke

Finance · 2002–2013

A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Roger Clarke trusts overall

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

  1. Oliver Ledoit
  2. Victor DeMiguel
  3. Andrew Ang
  4. Michael Wolf
  5. Lorenzo Garlappi
  6. Olivier Ledoit
  7. Eugene F. Fama
  8. R. Hodrick

Who trusts Roger Clarke overall

  1. Yves Choueifaty
  2. Tristan Froidure

Papers from Roger Clarke's perspective

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

  1. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  2. Minimum-Variance Portfolios in the U.S. Equity Market
  3. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  4. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
  5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  6. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  7. Market Frictions, Price Delay, and the Cross-Section of Expected Returns
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Information Uncertainty and Stock Returns
  10. The Cross‐Section of Expected Stock Returns

Their papers