Olivier Ledoit

10.4k total citations · 3 hit papers
55 papers, 6.1k citations indexed

About

Olivier Ledoit is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Olivier Ledoit has authored 55 papers receiving a total of 6.1k indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 24 papers in Economics and Econometrics and 17 papers in Statistics and Probability. Recurrent topics in Olivier Ledoit's work include Financial Risk and Volatility Modeling (23 papers), Complex Systems and Time Series Analysis (19 papers) and Financial Markets and Investment Strategies (17 papers). Olivier Ledoit is often cited by papers focused on Financial Risk and Volatility Modeling (23 papers), Complex Systems and Time Series Analysis (19 papers) and Financial Markets and Investment Strategies (17 papers). Olivier Ledoit collaborates with scholars based in Switzerland, United States and China. Olivier Ledoit's co-authors include Michael Wolf, Anders Johansen, Didier Sornette, Antonio E. Bernardo, Pedro Santa‐Clara, Sandrine Péché, Robert F. Engle, Timothy Falcon Crack, Michael S. Wolf and David R. Bell 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

Olivier Ledoit

53 papers receiving 5.8k citations

Hit Papers

A well-conditioned estimator for large-dimensional covari... 2003 2026 2010 2018 2003 2003 2008 500 1000 1.5k

Peers

Olivier Ledoit
Comparison fields: 5 of 136
  • Finance 3.4k
  • Economics and Econometrics 2.4k
  • Management Science and Operations Research 1.4k
  • Statistics and Probability 1.1k
  • General Economics, Econometrics and Finance 727
Replace Dimitris N. Politis with:
Dimitris N. Politis United States
Albert N. Shiryaev Russia
Jan Beran Germany
L. C. G. Rogers United Kingdom
Melvin J. Hinich United States
Rama Cont United Kingdom
Gennady Samorodnitsky United States
Neil Shephard United Kingdom
Svetlozar T. Rachev United States
Philip Protter United States
Dimitris N. Politis United States View profile →
Citations per field, relative to Olivier Ledoit
Olivier Ledoit · 1×
Citations per year, relative to Olivier Ledoit
Olivier Ledoit · 1×

Countries citing papers authored by Olivier Ledoit

Since Specialization
Citations

This map shows the geographic impact of Olivier Ledoit'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 Olivier Ledoit with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Olivier Ledoit more than expected).

Fields of papers citing papers by Olivier Ledoit

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Olivier Ledoit. 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 Olivier Ledoit. The network helps show where Olivier Ledoit may publish in the future.

Co-authorship network of co-authors of Olivier Ledoit

This figure shows the co-authorship network connecting the top 25 collaborators of Olivier Ledoit. A scholar is included among the top collaborators of Olivier Ledoit based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Olivier Ledoit. Olivier Ledoit is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 1
2 0
3 27
4 6
5 1
6 16
7 16
8 176
9 104
10 12
11 56
12 1
13 2
14 105
15
Robust performance hypothesis testing with the Sharpe ratio breakdown →
623
16
A well-conditioned estimator for large-dimensional covariance matrices breakdown →
1726
17 116
18 19
19 326
20
Gain, Loss, and Asset Pricing
27

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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026