Subsampled factor models for asset pricing: The rise of Vasa von De Nard, Gianluca, Hediger, Simon, Leippold, Markus

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Large dynamic covariance matrices: Enhancements based on intraday data von De Nard, Gianluca, Engle, Robert F., Ledoit, Olivier, Wolf, Michael

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Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage von De Nard, Gianluca

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Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices von De Nard, Gianluca, Zhao, Zhao

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Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly von De Nard, Gianluca, Ledoit, Olivier, Wolf, Michael

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Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage von De Nard, Gianluca

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A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited von De Nard, Gianluca, Zhao, Zhao

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A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited von De Nard, Gianluca, Zhao, Zhao

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Improved inference in financial factor models von Beck, Elliot, De Nard, Gianluca, Wolf, Michael

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Improved inference in financial factor models von Beck, Elliot, De Nard, Gianluca, Wolf, Michael

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Factor-mimicking portfolios for climate risk von De Nard, Gianluca, Engle, Robert F, Kelly, Bryan

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Subsampled Factor Models for Asset Pricing: The Rise of Vasa von De Nard, Gianluca, Hediger, Simon, Leippold, Markus

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Large dynamic covariance matrices: Enhancements based on intraday data von De Nard, Gianluca, Engle, Robert F, Ledoit, Olivier, Wolf, Michael

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Factor models for portfolio selection in large dimensions: the good, the better and the ugly von De Nard, Gianluca, Ledoit, Olivier, Wolf, Michael

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Nonstandard Errors von Menkveld, Albert J, Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neususs, Sebastian, Razen, Michael, Weitzel, Utz, Abad-Diaz, David, Abudy, Menachem Meni, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T, Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J, Avetikian, Alejandro T, Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C, Bjonnes, Geir H, Black, Jeffrey R, Black, Bernard S, Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S, Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Viet, Nga Cao, Capelle-Blancard, Gunther, Romero, Laura M. Capera, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B, Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Thong, Dao, Dare, Wale, Davies, Ryan J, De Blasis, Riccardo, De Nard, Gianluca F, Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y, Desagre, Christophe, Van Dijk, Mathijs A, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A, Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzielinski, Michal, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D, Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T, Foley, Sean D.V, Fong, Kingsley Y.L, Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frommel, Michael, Fu, Servanna M, Fullbrunn, Sascha C, Gan, Baoqing, Gao, Ge, Gehrig, Thomas P

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Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions von De Nard, Gianluca

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Low risk, high variability: practical guide for portfolio construction von Cirulli, Antonello, De Nard, Gianluca, Traut, Joshua, Walker, Patrick

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Improved inference in financial factor models von Beck, Elliot, De Nard, Gianluca, Wolf, Michael

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Factor mimicking portfolios for climate risk von De Nard, Gianluca, Engle, Robert F, Kelly, Bryan

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Subsampled Factor Models for Asset Pricing: The Rise of Vasa von De Nard, Gianluca, Hediger, Simon, Leippold, Markus

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