Consistent Estimation of Optimized Functions for the Analysis of Portfolio Strategies
Diego Ronchetti (University of Groningen, the Netherlands)
- Seminars Econometric Institute
Diego Ronchetti (University of Groningen, the Netherlands)
Max Welling (University of Amsterdam)
Isaiah Andrews (Harvard University, United States)
Isaiah Andrews (Harvard University, United States)
Hiroaki Kaido (Boston University)
Peter Rousseeuw (KU Leuven, Belgium)
Diego Ronchetti (University of Groningen)
Julia Schaumburg (VU University Amsterdam)
Emanuel Moench (Deutsche Bundesbank, Germany)
Alexey Onatskiy (University of Cambridge, United Kingdom)
Alexei Onatskiy (University of Cambridge, United Kingdom)
Roland Fried (Technical University Dortmund, Germany)
Mikhail Zhelonkin (University of Lausanne)
Sami Stouli (University of Bristol, United Kingdom)
Yves Dominicy (Universite Libre de Bruxelles, Belgium)
Laurent Callot (VU University Amsterdam)
Soren Johansen (University of Copenhagen, Denmark)
Roel Oomen (University of Cambridge, United Kingdom)
Nevin Mutlu (Virginia Polytechnic State University, United States)
Andrew Pua (University of Amsterdam)