Optimal Shrinkage-Based Portfolio Selection in High-Dimensions
Nestor Parolya (TU Delft)
- Econometrics Seminars and Workshop Series
Nestor Parolya (TU Delft)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Mika Meitz (University of Helsinki, Finland)
Yacine Ait-Sahalia (Princeton University, United States)
Warren B. Powel (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Jasper Bos (University of Twente)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Catherine Doz (Paris School of Economics)
James Hamilton (University of California at San Diego, United States)
Matthijs van Zon, Erasmus University Rotterdam)