| Eigen Portfolio Selection: A Robust Approach to Sharpe Ratio Maximization D Guo, PP Boyle, C Weng, TS Wirjanto | 12 | 2017 |
| When Does the 1/N Rule Work? D Guo, PP Boyle, C Weng, TS Wirjanto Available at SSRN 3111531, 2019 | 6 | 2019 |
| Age matters D Guo, PP Boyle, C Weng, TS Wirjanto Available at SSRN 3363360, 2019 | 2 | 2019 |
| Sample eigenvalues adjustment for portfolio performance improvement under factor models D Guo, C Weng, TS Wirjanto Available at SSRN 2959808, 2018 | 1 | 2018 |
| Applications of random-matrix theory and nonparametric change-point analysis to three notable systemic crises D Melkuev, D Guo, TS Wirjanto Quantitative Finance and Economics 2 (2), 413-467, 2018 | 1 | 2018 |
| Taking Stock of Some Recent and Notable Contribution to Research in Portfolio Analysis TS Wirjanto, D Guo, C Weng Preprints, 2021 | | 2021 |
| Taking Stock of Some Recent and Notable Contribution to Research in Portfolio Analysis D Guo, C Weng, TS Wirjanto | | 2021 |
| A Statistical Response to Challenges in Vast Portfolio Selection D Guo University of Waterloo, 2019 | | 2019 |
| Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification D Guo, C Weng, T Wirjanto | | |
Tony S. WirjantoDepartment of Statistics & Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
