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De Nard, Gianluca
22  results:
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1

Factor-Mimicking Portfolios for Climate Risk:

De Nard, Gianluca ; Engle, Robert F. ; Kelly, Bryan
Financial Analysts Journal.  , 2024
Link: https://doi.org/10.1080/..
 
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2

Using, taming or avoiding the factor zoo? A double-shrinkag..:

De Nard, Gianluca ; Zhao, Zhao
Journal of Empirical Finance.  72 (2023)  - p. 23-35 , 2023
Link: https://doi.org/10.1016/..
 
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3

Improved inference in financial factor models:

Beck, Elliot ; De Nard, Gianluca ; Wolf, Michael
International Review of Economics & Finance.  86 (2023)  - p. 364-379 , 2023
Link: https://doi.org/10.1016/..
 
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4

A large-dimensional test for cross-sectional anomalies:Effi..:

De Nard, Gianluca ; Zhao, Zhao
International Review of Economics & Finance.  80 (2022)  - p. 654-676 , 2022
Link: https://doi.org/10.1016/..
 
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5

Large dynamic covariance matrices: Enhancements based on in..:

De Nard, Gianluca ; Engle, Robert F. ; Ledoit, Olivier.
Journal of Banking & Finance.  138 (2022)  - p. 106426 , 2022
Link: https://doi.org/10.1016/..
 
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6

Subsampled factor models for asset pricing: The rise of Vas:

De Nard, Gianluca ; Hediger, Simon ; Leippold, Markus
Journal of Forecasting.  41 (2022)  6 - p. 1217-1247 , 2022
Link: https://doi.org/10.1002/..
 
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7

Oops! I Shrunk the Sample Covariance Matrix Again: Blockbus..:

De Nard, Gianluca
Journal of Financial Econometrics.  20 (2020)  4 - p. 569-611 , 2020
Link: https://doi.org/10.1093/..
 
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8

Factor Models for Portfolio Selection in Large Dimensions: ..:

De Nard, Gianluca ; Ledoit, Olivier ; Wolf, Michael
Journal of Financial Econometrics.  19 (2019)  2 - p. 236-257 , 2019
Link: https://doi.org/10.1093/..
 
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9

Factor Models for Portfolio Selection in Large Dimensions: ..:

De Nard, Gianluca ; Ledoit, Olivier ; Wolf, Michael
Journal of Financial Econometrics (2021)andUniversity of Zurich, Department of Economics, Working Paper No. 290, Revised version.  , 2018
Link: https://ssrn.com/abstrac..
 
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10

Improved inference in financial factor models:

Beck, Elliot ; De Nard, Gianluca ; Wolf, Michael
Series: Working Paper.  , 2023
Link: http://hdl.handle.net/10..
 
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11

Factor mimicking portfolios for climate risk:

De Nard, Gianluca ; Engle, Robert F ; Kelly, Bryan T
Series: Working Paper.  , 2023
Link: http://hdl.handle.net/10..
 
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12

Large dynamic covariance matrices: Enhancements based on in..:

De Nard, Gianluca ; Engle, Robert F ; Ledoit, Olivier.
Series: Working Paper.  , 2022
Link: http://hdl.handle.net/10..
 
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13

Non-Standard Errors:

Menkveld, Albert ; Dreber, Anna ; Holzmeister, Felix...
halshs-03500882.  , 2021
Link: https://shs.hal.science/..
 
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14

Non-Standard Errors:

Menkveld, Albert ; Dreber, Anna ; Holzmeister, Felix...
halshs-03500882.  , 2021
Link: https://shs.hal.science/..
 
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15

Non-standard errors:

Menkveld, Albert J ; Dreber, Anna ; Holzmeister, Felix...
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/61636.  , 2021
Link: http://publikationen.ub...
 
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