Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Robin Verbeek
Silvia Castro (INSEAD, France)
Constantine Yannelis (University of Cambridge, United Kingdom)
Maarten Bosker
Pasquale Della Corte (Imperial College London, United Kingdom)
Matteo Benetton (University of California at Berkeley, United States)
Edoardo Ciscato (KU Leuven, Belgium)
Megan Haasbroek
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Hans van Kippersluis
Yannick Dillschneider
Carola Frydman (Northwestern University, United States)
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)