Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
Nestor Parolya (TU Delft)
Robert Dur
Renée Adams (University of Oxford, United Kingdom)
Yuan Zi (Geneva Graduate Institute, Switzerland)
Thierry Mayer (Sciences Po, France)
Antonella Bancalari (Institute for Fiscal Studies, United Kingdom)
Matteo Barigozzi (University of Bologna, Italy)
Emmanuel Kemel (HEC Paris, France)
Diane Pierret (University of Luxembourg)
Milan Makany
Hong Deng
David Forrest (University of Liverpool, United Kingdom), Carlos Gomez-Gonzalez (University of Lausanne, Switzerland), Jing Guan (Loughborough University, United Kingdom), Carl Singleton (University of Stirling, United Kingdom), Angelos Theodorakopoulos (Aston University, United Kingdom), Elisa de Weerd (Erasmus University Rotterdam & Radboud University)
Bernd Schwaab (European Central Bank, Germany)
Jannis Stockel (London School of Economics, United Kingdom)
Andrea Pogliano
Kenza Benhima (University of Lausanne, Switzerland)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Şifa Çelik (Eindhoven University of Technology)
Oliver Linton (University of Cambridge, United Kingdom)
Noelia Bernal (Universidad del Pacifico, Peru)