Marcos López de Prado

2016

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

Whom Marcos López de Prado trusts overall

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

  1. Dimitri P. Bertsekas

Papers from Marcos López de Prado's perspective

Ordered by how strongly the researchers Marcos López de Prado 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. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  3. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  4. The Pricing of Options and Corporate Liabilities
  5. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
  6. Portfolio Selection
  7. An Interior-Point Method for a Class of Saddle-Point Problems
  8. A five-factor asset pricing model
  9. Risk and asset allocation
  10. On the Convergence of Stochastic Iterative Dynamic Programming Algorithms

Their papers