| Factor models for portfolio selection in large dimensions: The good, the better and the ugly G De Nard, O Ledoit, M Wolf Journal of Financial Econometrics 19 (2), 236-257, 2021 | 111 | 2021 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 48 | 2021 |
| Large dynamic covariance matrices: Enhancements based on intraday data G De Nard, RF Engle, O Ledoit, M Wolf Journal of Banking & Finance 138, 106426, 2022 | 27 | 2022 |
| Subsampled factor models for asset pricing: The rise of Vasa G De Nard, S Hediger, M Leippold Journal of Forecasting 41 (6), 1217-1247, 2022 | 14 | 2022 |
| Oops! I shrunk the sample covariance matrix again: Blockbuster meets shrinkage G De Nard Journal of Financial Econometrics 20 (4), 569-611, 2022 | 9 | 2022 |
| Improved inference in financial factor models E Beck, G De Nard, M Wolf International Review of Economics & Finance 86, 364-379, 2023 | 2 | 2023 |
| Using, taming or avoiding the factor zoo? a double-shrinkage estimator for covariance matrices G De Nard, Z Zhao Journal of Empirical Finance 72, 23-35, 2023 | 1 | 2023 |
| Factor mimicking portfolios for climate risk G De Nard, RF Engle, BT Kelly University of Zurich, Department of Economics, Working Paper, 2023 | 1 | 2023 |
| A large-dimensional test for cross-sectional anomalies: Efficient sorting revisited G De Nard, Z Zhao International Review of Economics & Finance 80, 654-676, 2022 | 1 | 2022 |
| Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions G De Nard University of Zurich, 2021 | | 2021 |
| Large Dynamic Covariance Matrices: Improvements Based on Intraday Data G De Nard, RF Engle, O Ledoit, M Wolf | | |
