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JEL: C13 - Estimation: General
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Missing Data in Asset Pricing Panels Get access

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Joachim Freyberger and others
The Review of Financial Studies, Volume 38, Issue 3, March 2025, Pages 760–802, https://doi.org/10.1093/rfs/hhae003
Published: 27 January 2024
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The Skewness of the Stock Market over Long Horizons Get access

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Anthony Neuberger and Richard Payne
The Review of Financial Studies, Volume 34, Issue 3, March 2021, Pages 1572–1616, https://doi.org/10.1093/rfs/hhaa048
Published: 25 April 2020
Journal Article

Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks Get access

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Olivier Ledoit and Michael Wolf
The Review of Financial Studies, Volume 30, Issue 12, December 2017, Pages 4349–4388, https://doi.org/10.1093/rfs/hhx052
Published: 08 June 2017