Robert O. Michaud

2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Robert O. Michaud trusts overall

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

  1. Bradley Efron
  2. Christian Schlag
  3. Victor DeMiguel

Papers from Robert O. Michaud's perspective

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

  1. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
  2. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  3. Bayesians, Frequentists, and Scientists
  4. Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.
  5. Trimability and Fast Optimization of Long–Short Portfolios
  6. Estimation with Quadratic Loss
  7. 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
  8. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  9. INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
  10. THE CONTROL OF THE FALSE DISCOVERY RATE IN MULTIPLE TESTING UNDER DEPENDENCY

Their papers