Olivier Ledoit

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2073-797X

Department of Economics, University of Zurich

Publications

• A novel estimator of Earth’s curvature (Allowing for inference as well) — The Annals of Applied Statistics 2024
• Analytical nonlinear shrinkage of large-dimensional covariance matrices — The Annals of Statistics 2020
• Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks — The Review of Financial Studies 2017
• Nonlinear shrinkage estimation of large-dimensional covariance matrices — The Annals of Statistics 2012
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size — The Annals of Statistics 2002
• Gain, Loss, and Asset Pricing — Journal of Political Economy 2000
• Robust Structure Without Predictability: The “Compass Rose” Pattern of the Stock Market — The Journal of Finance 1996