Andre Guettler

Finance · 2010–2013

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andre Guettler trusts overall

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

  1. Olivier Ledoit
  2. Michael Wolf
  3. Victor DeMiguel
  4. Allen N. Berger
  5. Oliver Ledoit
  6. Stephen Morris
  7. Winnie P. H. Poon

Papers from Andre Guettler's perspective

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

  1. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
  2. 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
  3. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  4. A well-conditioned estimator for large-dimensional covariance matrices
  5. Robust Performance Hypothesis Testing with the Sharpe Ratio
  6. A more complete conceptual framework for SME finance
  7. On Estimating the Expected Return on the Market: An Exploratory Investigation
  8. Coordination Risk and the Price of Debt
  9. In Defense of Optimization: The Fallacy of 1/N
  10. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

Their papers