B. Scherer
2002–2011
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom B. Scherer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts B. Scherer overall
- Nardin L. Baker
- Rajdeep Grewal
- R. Haugen
- Murali Chandrashekaran
- Vasyl Golosnoy
- Alka Varma Citrin
- Lorenzo Garlappi
Papers from B. Scherer's perspective
Ordered by how strongly the researchers B. Scherer trusts endorse each paper. Same corpus, a different order for every researcher.
- The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- 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
- The Cross‐Section of Expected Stock Returns
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Determining the Number of Factors in Approximate Factor Models
- Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
- Regression Shrinkage and Selection via the Lasso
- DYNAMIC FACTOR MODELS
Their papers
- A note on the returns from minimum variance investing (2011) — 121 citations
- Portfolio Resampling: Review and Critique (2002) — 141 citations
- Portfolio Construction and Risk Budgeting (2002) — 105 citations