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Search: subject:"matrix calculus"
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Linear algebra
569
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569
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304
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303
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154
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154
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128
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128
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68
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68
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56
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56
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53
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52
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52
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50
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42
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42
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33
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33
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33
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33
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28
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28
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27
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27
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23
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22
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22
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22
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20
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20
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18
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18
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18
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17
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544
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24
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4
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Ledoit, Olivier
16
Wolf, Michael
14
Magnus, Jan R.
10
Larek, Emil
8
Dette, Holger
6
Sentana, Enrique
6
Bauwens, Luc
5
Faliva, Mario
5
Gao, Jiti
5
Gillis, Nicolas
5
Hafner, Christian M.
5
Mur, Jésus
5
Zoia, Maria Grazia
5
Asai, Manabu
4
Bodnar, Taras
4
Cho, Jin Seo
4
Glineur, François
4
Haemers, Willem H.
4
Hertog, Dirk den
4
Izmailov, Alexander
4
Kapetanios, George
4
Lan, Hong
4
Lee, Lung-fei
4
Lesage, James P.
4
Linton, Oliver
4
Liu, Shuangzhe
4
McAleer, Michael
4
Meyer-Gohde, Alexander
4
Neudecker, Heinz
4
Pan, Guangming
4
Sievers, Tim
4
Tang, Haihan
4
Turkington, Darrell A.
4
Xu, Jiali
4
Yang, Yanrong
4
Zhen, Jianzhe
4
Abadir, Karim Maher
3
Bai, Jushan
3
Camba-Méndez, Gonzalo
3
Conforti, Michele
3
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Center for Economic Research <Tilburg>
4
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Christian-Albrechts-Universität zu Kiel
1
Conference on Matrices and Graphs: Theory and Economic Applications <1993 - 1995, Brescia>
1
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics, University of Hawaii-Manoa
1
Dr. Rainer Hampp <Firma>
1
European Commission / Joint Research Centre
1
National Bureau of Economic Research
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Springer-Verlag GmbH
1
The Wharton Financial Institutions Center
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Western Australia / Dept. of Economics
1
Walter de Gruyter GmbH & Co. KG
1
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Journal of econometrics
19
Mathematics Preprint Archive
17
CORE discussion papers : DP
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
European journal of operational research : EJOR
9
Mathematics of operations research
9
Discussion paper / Center for Economic Research, Tilburg University
8
SpringerLink / Bücher
8
Working paper series / University of Zurich, Department of Economics
8
Annals of operations research
7
Dissertation Series CentER
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Operations research letters
6
Discussion paper / Tinbergen Institute
5
Economics letters
5
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
5
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
5
Working paper
5
Computational economics
4
Journal of economic dynamics & control
4
The econometrics journal
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Central European journal of operations research
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
3
Journal of the American Statistical Association : JASA
3
Lecture Notes in Economics and Mathematical Systems
3
Lecture notes in economics and mathematical systems : LNEMS
3
Quantitative finance
3
Serie documentos de trabajo
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
University of Zurich, Department of Economics, Working Paper
3
Applied economics letters
2
Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
2
Beiträge der Hochschule Pforzheim
2
CEMFI working paper
2
CREATES research paper
2
Cambridge working papers in economics
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Contributions to Economics
2
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2
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Source
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ECONIS (ZBW)
570
RePEc
7
EconStor
1
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1
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10
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578
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1
On the identity of two solution algorithms of the "improved normalized squared differences" matrix adjustment model
Révész, Tamás
- In:
Central European journal of operations research
33
(
2025
)
1
,
pp. 315-332
Persistent link: https://www.econbiz.de/10015195703
Saved in:
2
The conditional autoregressive F-riesz model for realized covariance matrices
Opschoor, Anne
;
Lucas, André
;
Rossini, Luca
-
2025
Persistent link: https://www.econbiz.de/10015271649
Saved in:
3
Improving minimum-variance portfolio through shrinkage of large covariance matrices
Shi, Fangquan
;
Shu, Lianjie
;
He, Fangyi
;
Huang, Wenpo
- In:
Economic modelling
144
(
2025
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015193796
Saved in:
4
Asset allocation with factor-based covariance matrices
Conlon, Thomas
;
Cotter, John
;
Kynigakis, Iason
- In:
European journal of operational research : EJOR
325
(
2025
)
1
,
pp. 189-203
Persistent link: https://www.econbiz.de/10015433232
Saved in:
5
A tutorial on box-total dual integrality
Lancini, Emiliano
;
Pisanu, Francesco
-
2024
Persistent link: https://www.econbiz.de/10015176926
Saved in:
6
Characterizing path-length matrices of unrooted binary trees
Catanzaro, Daniele
;
Pesenti, Raffaele
;
Ronco, Roberto
-
2024
Persistent link: https://www.econbiz.de/10015137823
Saved in:
7
Multidimensional screening after 37 years
Rochet, Jean-Charles
-
2024
Persistent link: https://www.econbiz.de/10014577045
Saved in:
8
Off-diagonal elements of projection matrices and dimension asymptotics
Anatolyev, Stanislav
;
Smirnov, Maksim
- In:
Economics letters
239
(
2024
),
pp. 1-3
Persistent link: https://www.econbiz.de/10015076699
Saved in:
9
The spherical parametrisation for correlation matrices and its computational advantages
Lucchetti, Riccardo
;
Pedini, Luca
- In:
Computational economics
64
(
2024
)
2
,
pp. 1023-1046
Persistent link: https://www.econbiz.de/10015078073
Saved in:
10
Multidimensional screening after 37 years
Rochet, Jean-Charles
- In:
Journal of mathematical economics
113
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015071983
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