Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
Nikolaus Hautsch (University of Vienna, Austria)
- Seminars Econometric Institute
Nikolaus Hautsch (University of Vienna, Austria)
Stefan Wagner (Stanford University, United States)
Matei Demetrescu (Kiel University, Germany)
Michel Wedel (University of Maryland)
Deniz Erdemlioglu (IESEG School of Management, France)
Valentin Patilea, (ENSAI, France)
Axel Bücher (Ruhr-Universitaet Bochum, Germany)
Daicheng Xiu (University of Chicago, United States)
Johanna F. Ziegel (University of Bern, Switzerland)
Mingli Chen (Warwick University, United Kingdom)
Andros Kourtellos (Cyprus University, Cyprus)
Emilio Porcu (Newcastle University, United Kingdom & University Federico Santa Maria, Spain)
Arthur Lewbel (Boston College, United States)
Ana Galvao (Warwick University, United Kingdom)
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
Marc Hallin (Université libre de Bruxelles, Belgium)
Arun Chandrasekhar (Stanford University, United States)
Martin Weidner (University College London, United Kingdom)
Liangjun Su (Singapore Management University, Singapore)
Drew Creal (University of Chicago, United States)