Job Market Paper
Residual-Based Nodewise Regression in mis-measured Factor Models with Ultra-High Dimensions: Analysis of Mean-Variance Portfolio Efficiency and Estimation of Out-of-Sample and Constrained Maximum Sharpe Ratios
Working Papers
(drafts available on request)
General Liner Class of High Dimensional-Hidden Factor Estimators For Precision Matrix Estimation
with Mehmet Caner, Agostino Capponi, & Mihailo Stojnic
Working in Progress
Online Investing
with Mehmet Caner