Szilárd Pafka

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Szilárd Pafka trusts overall

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

  1. Olivier Ledoit
  2. L. Laloux

Papers from Szilárd Pafka's perspective

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

  1. Portfolio Selection
  2. Optimization of conditional value-at risk
  3. DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
  4. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
  5. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  6. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
  7. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
  8. On the distribution of the largest eigenvalue in principal components analysis
  9. INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers