Abalfazl Zareei
Economics and Econometrics · 2016
A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Finance — 9 citations into it
- Statistical and Nonlinear Physics — 8 citations into it
Whom Abalfazl Zareei trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Halbert White
- Olivier Ledoit
- Eugene F. Fama
- Dimitris Nicolas Politis
- R. Duchin
- Antonios Garas
- Yufeng Han
- Colin Cameron
- Mark Newman
- Michael Wolf
Papers from Abalfazl Zareei's perspective
Ordered by how strongly the researchers Abalfazl Zareei trusts endorse each paper. Same corpus, a different order for every researcher.
- Common risk factors in the returns on stocks and bonds
- 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
- Portfolio Selection
- The stationary bootstrap
- Centrality in social networks conceptual clarification
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Robust Inference With Multiway Clustering
- In Search of Distress Risk (Social Science Research Network)
- On Estimating the Expected Return on the Market: An Exploratory Investigation
- Robust Performance Hypothesis Testing with the Sharpe Ratio
Their papers
- A Network Approach to Portfolio Selection (2016) — 152 citations