High-Dimensional Mean–Variance Optimization with Nuclear Hedging Portfolios
Rasmus Lönn (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
 
Rasmus Lönn (Erasmus University Rotterdam)
Mauricio Espinoza Hermoza (Wageningen University), Yifu He, Vrije Universiteit and Tinbergen Institute),Emiliano Hernandez Gomes (Radboud University), Deepakshi Singh (University of Groningen),Karthika Baby Sujatha (United Nations University Merit) Anouk van Velhoven (Utrecht University), Till Wicker (Tilburg University), Zhiqi Xu (Erasumus Univeristy Rotterdam) et al.
Christina Gravert (University of Copenhagen, Denmark)
Frank Westerhoff (University of Bamberg, Germany)
Sturla Løkken (Statistics Norway)
Yacine Aït-Sahalia (Princeton University, United States)
Rafael Nunes Teixeira
Max Löffler (Maastricht University)
Simon Gächter (University of Nottingham, United Kingdom)
Noah Stegehuis
Renate Kratochvil (Stockholm School of Economics, Sweden)
Martina Pons (University of Zurich, Switzerland)
Clément Staner (University of Heidelberg, Germany)
Matthijs Oosterveen (University of Lisbon, Portugal)
Lisa Timm
Juliane Koch (Lund University, Sweden)
Thomas Opitz (French National Institute of Agronomic Research, France)
Stephan Siegel (University of Washington, United States)
Jonas Maibom (Aarhus University, Denmark)
Ekaterina Kazak (University of Birmingham, United Kingdom)