A. Kourtis

Finance · with Dotsis · 2012

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom A. Kourtis trusts overall

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

  1. Olivier Ledoit
  2. Victor DeMiguel
  3. Jun Tu
  4. Michael Wolf
  5. Guofu Zhou
  6. Ravi Jagannathan
  7. Lorenzo Garlappi
  8. Dimitris Nicolas Politis
  9. Raymond Kan
  10. Oliver Ledoit

Who trusts A. Kourtis overall

  1. Victor DeMiguel
  2. Alberto Martín-Utrera

Papers from A. Kourtis's perspective

Ordered by how strongly the researchers A. Kourtis 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. 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. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  4. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
  5. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
  6. The stationary bootstrap
  7. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  8. Optimal Portfolio Choice with Parameter Uncertainty (Journal of Financial and Quantitative Analysis)
  9. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  10. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?

Their papers