Optimal Shrinkage-Based Portfolio Selection in High-Dimensions
Nestor Parolya (TU Delft)
- Econometrics Seminars and Workshop Series
Nestor Parolya (TU Delft)
Timo Hiller (Pontifical Catholic University of Rio de Janeiro)
Robert Dur
Vahid Moghani
Judit Vall Castello (Universitat de Barcelona)
Camille Landais (LSE)
Eva Janssens (University of Amsterdam)
Suzanne Bijkerk
Stan Olijslagers
Patrick Kline (University of California, Berkeley, United States)
Tillmann von Carnap (Stockholm University)
Clement Bellet
Martina Björkman Nyqvist (Stockholm School of Economics)
Ariel Burstein (UCLA)
Katherine Baldiga Coffman (Harvard)
Kyra Hanemaaijer and/or Marco Musumeci
Olivier Marie (Erasmus School of Economics)
Camille Hemet (PSE)
Gerard Pfann (Maastricht University)