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Vincent Tan
Vincent Tan
Oxford University
Verified email at eng.ox.ac.uk
Title
Cited by
Cited by
Year
Taming the Basel leverage cycle
C Aymanns, F Caccioli, JD Farmer, VWC Tan
Journal of Financial Stability 27, 263-277, 2016
712016
Canonical portfolios: Optimal asset and signal combination
N Firoozye, V Tan, S Zohren
Journal of Banking & Finance 154, 106952, 2023
162023
Estimation of Large Financial Covariances: A Cross-Validation Approach
V Tan, S Zohren
Journal of Portfolio Management, Forthcoming, 2020
52020
Large covariance estimation by hierarchical clustering and shrinkage
C Bongiorno, V Tan, S Zohren
Available at SSRN 4233173, 2022
12022
Dynamic portfolio selection under transaction costs and signal decay
N Firoozye, V Tan, S Zohren
Available at SSRN 4425407, 2023
2023
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Articles 1–5