P. Carl

Finance · 2013–2014

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Management Science and Operations Research — 8 citations into it
• Economics and Econometrics — 5 citations into it

Whom P. Carl trusts overall

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

1. Robert F. Engle
2. Michel Denault
3. R. Tyrrell Rockafellar
4. Victor DeMiguel

Papers from P. Carl's perspective

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

1. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
2. Optimization of conditional value-at risk
3. Dynamic Conditional Correlation
4. Coherent allocation of risk capital
5. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
6. 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
7. A well-conditioned estimator for large-dimensional covariance matrices
8. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
9. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
10. Coherent Risk Measures on General Probability Spaces

Their papers

• Econometric tools for performance and risk analysis (2014) — 108 citations
• Asset Allocation with Conditional Value-at-Risk Budgets (2013) — 73 citations