Sharpe Ratio Shrinkage
Andrea Vedolin (Boston University, United States)
- Erasmus Econometric Institute Series
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Denni Tommasi (University of Bologna, Italy)
Léo Belzile (HEC Montréal, Canada)
Alejandro Hirmas, Niels Marijnen
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Victor Chernozhukov (MIT, United States)
Nazarii Salish (Universidad Carlos III de Madrid, Spain)
Nicolas Schreuder (University of Genoa, Italy)
Claudia Noack (University of Oxford, United Kingdom)
Claudia Noack (University of Oxford, United Kingdom)
Matheu Rosenbaum (Ecole Polytechnique, France)
Bart Keijsers
Liyang Sun (Cemfi, Spain)
Bart Keijsers (University of Amsterdam)
Caio Almeida (Princeton University, United States)
Michal Kolesár (Princeton University, United States)
Jules Depersin (University of Amsterdam)
Bruno Ferman (Sao Paulo School of Economics, Brazil)
Fabio Canova (BI Norwegian Business School, Norway)