Jingjin Zhang

Finance · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #10,314 of 10,518 by trust here, #4,858 by citations
• Economics and Econometrics — 15 citations into it
• Statistics and Probability — 8 citations into it
• Management Science and Operations Research — 5 citations into it; #11,757 of 11,946 by trust here, #4,746 by citations

Whom Jingjin Zhang trusts overall

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

1. Olivier Ledoit
2. Ravi Jagannathan
3. Jianqing Fan
4. Ole E. Barndorff-Nielsen
5. Robert F. Engle
6. N. Shephard
7. Donald Goldfarb
8. Michael Wolf
9. Tongshu Ma
10. Torben G. Andersen

Who trusts Jingjin Zhang overall

1. Jianqing Fan

Papers from Jingjin Zhang's perspective

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

1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
3. A well-conditioned estimator for large-dimensional covariance matrices
4. High dimensional covariance matrix estimation using a factor model
5. MODELING AND FORECASTING REALIZED VOLATILITY
6. Robust Portfolio Selection Problems (Mathematics of Operations Research)
7. Noise Dressing of Financial Correlation Matrices
8. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
9. Regression Shrinkage and Selection via the Lasso
10. Estimating the Dimension of a Model

Their papers

• Vast Portfolio Selection with Gross-exposure Constraints (2012) — 317 citations
• Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios (2008) — 69 citations