Parametric portfolio weights with many factors
Bart Keijsers
- Econometrics Seminars and Workshop Series
Bart Keijsers
Liyang Sun (Cemfi, Spain)
Bart Keijsers (University of Amsterdam)
Michal Kolesár (Princeton University, United States)
Jules Depersin (University of Amsterdam)
Fabio Canova (BI Norwegian Business School, Norway)
Erwan Scornet (Ecole Polytechnique, France)
Jonas Meijer (University of Amsterdam)
Jeroen Dalderop (University of Notre Dame, United States)
Zheng Wang (EUI)