Nestor Parolya

Finance · 2016–2018

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Nestor Parolya trusts overall

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

  1. Olivier Ledoit
  2. Andrew L. Rukhin
  3. Raymond Kan
  4. Yarema Okhrin
  5. Gabriel Frahm

Papers from Nestor Parolya's perspective

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

  1. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
  2. High dimensional covariance matrix estimation using a factor model
  3. Distributional properties of portfolio weights
  4. Optimal Portfolio Choice with Parameter Uncertainty (Journal of Financial and Quantitative Analysis)
  5. Analytical nonlinear shrinkage of large-dimensional covariance matrices (Annals of Statistics)
  6. Estimating High Dimensional Covariance Matrices and its Applications
  7. DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
  8. Multivariate Shrinkage for Optimal Portfolio Weights
  9. On Estimating the Expected Return on the Market: An Exploratory Investigation
  10. A well-conditioned estimator for large-dimensional covariance matrices

Their papers