1.3k citations · 3.3k across the 48 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
q-fin.PM2015★ 1 cited
Deconstructing the Low-Vol Anomaly
S. Ciliberti, Y. Lempérière, A. Beveratos +4
We study several aspects of the so-called low-vol and low-beta anomalies, some already documented (such as the universality of the effect over different geographical zones), others…
cond-mat.stat-mech2015★ 73 cited
Rotational invariant estimator for general noisy matrices
Joël Bun, Romain Allez, Jean-Philippe Bouchaud +1
We investigate the problem of estimating a given real symmetric signal matrix from a noisy observation matrix in the limit of large dimension. We consider…