Shingo Goto

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Shingo Goto trusts overall

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

  1. Olivier Ledoit
  2. Robert Tibshirani
  3. Michael Wolf
  4. Dimitris Nicolas Politis
  5. Ming Yuan
  6. Ravi Jagannathan
  7. C. Kirby
  8. Victor DeMiguel
  9. Oliver Ledoit
  10. Sanjeev Bhojraj

Papers from Shingo Goto's perspective

Ordered by how strongly the researchers Shingo Goto 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. Regression Shrinkage and Selection via the Lasso
  3. Estimating the Dimension of a Model
  4. High-dimensional graphs and variable selection with the Lasso
  5. A well-conditioned estimator for large-dimensional covariance matrices
  6. Model selection and estimation in the Gaussian graphical model
  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. International Portfolio Diversification with Estimation Risk
  9. High dimensional covariance matrix estimation using a factor model
  10. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Their papers