Ester Pantaleo

Identifiers

• name variant Ester Pantaleo 0.60 · backfill

Papers (2)

1. When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators q-fin.PM · 2010 · author #1
2. Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing stat.ME · 2009 · author #2

Mentions

• 1004.4272 #1 · backfill · confidence 0.70 Ester Pantaleo
• 0907.2135 #2 · backfill · confidence 0.70 Ester Pantaleo

Frequent Coauthors

• Fabrizio Lillo 1 shared papers
• Michele Tumminello 1 shared papers
• Robert B. Gramacy 1 shared papers
• Rosario N. Mantegna 1 shared papers