K. Yu

Finance · with Fan · 2012

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. Yu trusts overall

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

  1. Ravi Jagannathan
  2. Donald Goldfarb
  3. Jianqing Fan

Papers from K. Yu's perspective

Ordered by how strongly the researchers K. Yu 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. Robust Portfolio Selection Problems (Mathematics of Operations Research)
  3. High dimensional covariance matrix estimation using a factor model
  4. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  5. Regression Shrinkage and Selection via the Lasso
  6. Estimating the Dimension of a Model
  7. A well-conditioned estimator for large-dimensional covariance matrices
  8. Model selection and estimation in regression with grouped variables
  9. Ideal spatial adaptation by wavelet shrinkage
  10. Computing efficient frontiers using estimated parameters

Their papers