Olivier Ledoit

62 papers and 6.6k indexed citations i.

About

Olivier Ledoit has authored 62 papers that have received a total of 6.6k indexed citations. This includes 36 papers in Finance, 29 papers in Economics and Econometrics and 22 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (25 papers), Complex Systems and Time Series Analysis (22 papers) and Financial Markets and Investment Strategies (20 papers). Olivier Ledoit is often cited by papers focused on Financial Risk and Volatility Modeling (25 papers), Complex Systems and Time Series Analysis (22 papers) and Financial Markets and Investment Strategies (20 papers) and collaborates with scholars based in Switzerland, United States and Spain. Olivier Ledoit's co-authors include Michael Wolf, Robert F. Engle, Pedro Santa‐Clara, Didier Sornette and Timothy Falcon Crack and has published in prestigious journals such as The Journal of Finance, Journal of Political Economy and Review of Financial Studies

In The Last Decade

Rankless by CCL
2025