Michael Wolf
Impact in
- Finance top 0.1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Statistics and Probability top 0.05%
- Statistical Methods and Inference
- Random Matrices and Applications
- Advanced Statistical Methods and Models
- Statistical Methods in Clinical Trials
Papers in
-
- Statistical Methods and Inference 46
- Probability and Statistical Research 21
- Statistical Methods in Clinical Trials 15
- Random Matrices and Applications 11
- Advanced Statistical Methods and Models 11
- Finance 23
- Financial Risk and Volatility Modeling 14
- Financial Markets and Investment Strategies 11
- Co-authors
- Olivier Ledoit (26 shared papers)Joseph P. Romano (39 shared papers)Dimitris N. Politis (13 shared papers)Azeem M. Shaikh (7 shared papers)Robert F. Engle (2 shared papers)Pedro Santa-clara B (1 shared paper)Damian Clarke (1 shared paper)Jesús Gonzalo (1 shared paper)
- Journals
- The Annals of Statistics (6 papers)Journal of Time Series Analysis (3 papers)Journal of Financial Econometrics (3 papers)Journal of the American Statistical Association (3 papers)Journal of Multivariate Analysis (3 papers)
- Partner nations
- SwitzerlandUnited StatesSpain
In The Last Decade
Michael Wolf
84 papers receiving 8.3k citations
Michael Wolf's Hit Papers
Peers
Comparison fields: 5 of 164
- Finance 2.5k
- Statistics and Probability 2.5k
- Management Science and Operations Research 2k
- Signal Processing 208
- Cognitive Neuroscience 500
Countries citing papers authored by Michael Wolf
This map shows the geographic impact of Michael Wolf's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael Wolf with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Wolf more than expected).
Fields of papers citing papers by Michael Wolf
This network shows the impact of papers produced by Michael Wolf. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael Wolf. The network helps show where Michael Wolf may publish in the future.
Co-authors
The 19 scholars most cited alongside Michael Wolf, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 87 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | A well-conditioned estimator for large-dimensional covariance matrices Hit paper breakdown → | 2003 | 1810 |
| 2 | Improved estimation of the covariance matrix of stock returns with an application to portfolio selection Hit paper breakdown → | 2003 | 935 |
| 3 | Honey, I Shrunk the Sample Covariance Matrix Hit paper breakdown → | 2004 | 716 |
| 4 | Robust performance hypothesis testing with the Sharpe ratio Hit paper breakdown → | 2008 | 551 |
| 5 | 1999 | 549 | |
| 6 | 2005 | 521 | |
| 7 | 2005 | 355 | |
| 8 | 2012 | 297 | |
| 9 | 2002 | 274 | |
| 10 | 2016 | 191 | |
| 11 | 2017 | 172 | |
| 12 | 2017 | 145 | |
| 13 | 2003 | 144 | |
| 14 | 2020 | 143 | |
| 15 | 2015 | 120 | |
| 16 | 2007 | 101 | |
| 17 | 2008 | 99 | |
| 18 | 2007 | 94 | |
| 19 | 2020 | 94 | |
| 20 | 2011 | 89 |
About Michael Wolf
Michael Wolf is a scholar working on Statistics and Probability, Finance, Management Science and Operations Research, Signal Processing and General Economics, Econometrics and Finance, having authored 87 papers that have together received 8.7k indexed citations. Recurring topics across this work include Statistical Methods and Inference (46 papers), Probability and Statistical Research (21 papers), Statistical Methods in Clinical Trials (15 papers), Financial Risk and Volatility Modeling (14 papers), Random Matrices and Applications (11 papers), Advanced Statistical Methods and Models (11 papers), Financial Markets and Investment Strategies (11 papers) and Monetary Policy and Economic Impact (5 papers). The work is most often cited by research in Finance (2.5k citations), Statistics and Probability (2.5k citations), Management Science and Operations Research (2k citations), Signal Processing (208 citations) and Cognitive Neuroscience (500 citations). Michael Wolf has collaborated with scholars based in Switzerland, United States and Spain. Frequent co-authors include Olivier Ledoit, Joseph P. Romano, Dimitris N. Politis, Azeem M. Shaikh, Robert F. Engle, Pedro Santa-clara B, Damian Clarke, Jesús Gonzalo, Miguel A. Delgado and Juan M. Rodrı́guez-Póo. Their work appears in journals such as The Annals of Statistics, Journal of Time Series Analysis, Journal of Financial Econometrics, Journal of the American Statistical Association and Journal of Multivariate Analysis.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.