Harindra de Silva

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 Harindra de Silva trusts overall

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

  1. Oliver Ledoit
  2. Victor DeMiguel
  3. Andrew Ang

Who trusts Harindra de Silva overall

  1. Yves Choueifaty

Papers from Harindra de Silva's perspective

Ordered by how strongly the researchers Harindra de Silva 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. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  10. Information Uncertainty and Stock Returns

Their papers