Linear Factor Models and the Estimation of Expected Returns
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
- Seminars Econometric Institute
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Roxana Halbleib (University of Konstanz)
Luis Candelaria (University of Warwick. United Kingdom)
Sebastiano Manzan (Baruch College, United States)
Monica Billio (Università Ca' Foscari Venezia, Italy)
Christoph Rothe (University of Mannheim)
Germain van Bever (University of Namur, Belgium)
Florian Gunsilius (Massachusetts Institute of Technology, United States)
Florian Gunsilius (MIT, United States)
Terri van der Zwan and Renee Spigt (Erasmus University Rotterdam)
Patrik Guggenberger (Pennsylvania State University, United States)
Patrik Guggenberger (Penn State University, United States)
Wolfgang Härdle (Humbolt Universtät zu Berlin, Germany)
Christian Francq (University of Lille, CREST)
Matteo Barigozzi (London School of Economics, United Kingdom)
Gary Koop (University of Strathclyde, United Kingdom)
Marc (M.H.C.) Nientker
Laura Liu (Indiana University Bloomington, United States)
Laura Liu (Indiana University Bloomington, United States)
Stefan van Aelst (KU Leuven, Belgium)