Consistent Estimation of Optimized Functions for the Analysis of Portfolio Strategies
Diego Ronchetti (University of Groningen, the Netherlands)
- Seminars Econometric Institute
Diego Ronchetti (University of Groningen, the Netherlands)
Max Welling (University of Amsterdam)
Isaiah Andrews (Harvard University, United States)
Peter Rousseeuw (KU Leuven, Belgium)
Emanuel Moench (Deutsche Bundesbank, Germany)
Alexei Onatskiy (University of Cambridge, United Kingdom)
Roland Fried (Technical University Dortmund, Germany)
Mikhail Zhelonkin (University of Lausanne)
Yves Dominicy (Universite Libre de Bruxelles, Belgium)
Laurent Callot (VU University Amsterdam)
Roel Oomen (University of Cambridge, United Kingdom)
Nevin Mutlu (Virginia Polytechnic State University, United States)
Ryo Okui (Kyoto University, Japan)
Joakim Westerlund (Lund University, Sweden)
Maksim Isakin (University of Calgary, Canada)
Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)
Laurent Pauwels (University of Sydney, Australia)
Thorsten Joachims (Cornell University, United States)
XiaoXia Ye (Stockholm University, Sweden)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)