Concepedia

Alex Furger

AF

Statistics

Publications

1

Citations

166

H-Index

1

Active since

2015

Affiliations

University of Chicago(Current)

Alex Furger is an author at University of Chicago specializing in high-frequency covariance estimation, portfolio theory, and factor-based portfolio optimization.

Publications per year

2015–2015

1

Publications

1

Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data

Jianqing Fan, Alex Furger, Dacheng Xiu · Journal of Business and Economic Statistics · 2015 · 166 citations

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