Parametric portfolio weights with many factors
Bart Keijsers
- Econometrics Seminars and Workshop Series
Bart Keijsers
Liyang Sun (Cemfi, Spain)
Bart Keijsers (University of Amsterdam)
Michal Kolesár (Princeton University, United States)
Jules Depersin (University of Amsterdam)
Fabio Canova (BI Norwegian Business School, Norway)
Erwan Scornet (Ecole Polytechnique, France)
Jonas Meijer (University of Amsterdam)
Jeroen Dalderop (University of Notre Dame, United States)
Zheng Wang (EUI)
Christian Hafner (UCLouvain, Belgium)
Mario Rothfelder
Ozan Candogan (University of Chicago, United States)
Dick van Dijk
Floris Holstege (University of Amsterdam)
Sukjin Han (University of Bristol, United Kingdom)
Simon Trimborn (University of Amsterdam)
Niels Marijnen
David Frazier (Monash University, Australia)
Barend Spanjers , Barend Spanjers