Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Vinh Phan
Pasquale Della Corte (Imperial College London, United Kingdom)
Edoardo Ciscato (KU Leuven, Belgium)
Megan Haasbroek
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Yannick Dillschneider
Erik Plug
Florian Weigert (University of Neuchâtel, Switzerland)
Phillip Heiler (Aarhus University, Denmark)
Katrine V. Løken (Norwegian School of Economics, Norway)
Basit Zafar (University of Michigan, United States)
Thomas Breda (Paris School of Economics, France)
Simon Galle (BI Norwegian Business School, Norway)
Sam Hoey (Erasmus University Rotterdam)
Andrew Little (UC Berkeley, United States), Marco Tabellini (Harvard University, United States), Michael Thaler (UCL London, United Kingdom), Arianna Ornaghi (Hertie School, Germany), Camille Urvoy (University of Mannheim, Germany) et. al
Yonis Kulane , Yonis Kulane
Anna Stirner (University of Cologne, Germany)
Margaux Suteau (London School of Economics and Political Science, United Kingdom)
Robert Dur