Olivier Ledoit Homepage

The main purpose of this site is to make available the research material I have produced. After spending a few years as Assistant Professor (tenure-track) at UCLA, I decided to take a decade-long break from academia to become a stock trader. I made Managing Director in a global bulge-bracket Investment Bank. I have now returned to academia as Permanent Research Fellow in the Department of Economics of the University of Zurich, and as Visiting Professor of Finance in the Master of Financial Engineering at the UCLA Anderson School of Management. I am also available for consulting on covariance matrices through Studdridge International.


Research

My interests span 3 different areas: finance, statistics and economics. My research has been published by the top academic journal in each field.

Click to discover more about my research.


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