output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2022 · math.OCShow all

1 paper · 2 filters

math.OC2022

The law of one price in quadratic hedging and mean-variance portfolio selection

Aleš Černý, Christoph Czichowsky

The law of one price (LOP) broadly asserts that identical financial flows should command the same price. We show that, when properly formulated, LOP is the minimal condition for a…