Relative Performance of Mean-Variance, Kelly and Universal Portfolios in the Equity Market
Caterina Santi (Scuola Superiore Sant'Anna, Italy)
- PhD Finance Seminars
Caterina Santi (Scuola Superiore Sant'Anna, Italy)
Cynthia Wu (The University of Chicago, United States)
Per Mykland (The University of Chicago, United States)
Oskar Nordström Skans (Uppsala University, Sweden)
Drew Creal (The University of Chicago, United States)
Sang Yoon (Tim) Lee (Toulouse School of Economics, France)
Philip Ushchev (National Research University Higher School of Economics, Russia)
Martijn van den Assem (VU Amsterdam)
Jaromír Kovářík (University of the Basque Country, Spain)
Johannes Spinnewijn (London School of Economics, United Kingdom)
Amine Ouazad (École Polytechnique, France)
Alan Sanfey (Radboud Universiteit Nijmegen)
Nicola Gennaioli (Bocconi University, Italy)
Roland Rathelot (University of Warwick, United Kingdom)
Rafael Lopes de Melo (University of Edinburgh, United Kingdom)
Zhipeng Liao (University of California, Los Angeles, United States)
Frank Page (Indiana University Bloomington, United States)
Alex Bryson (University College London, United Kingdom)
Almut Veraart (Imperial College London, United Kingdom)
Sanjeev Goyal (University of Cambridge, United Kingdom)