Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Ekaterina Kazak (University of Birmingham, United Kingdom)
Pasquale Della Corte (Imperial College London, United Kingdom)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Vasilis Sarafidis (Brunel University London, United Kingdom)
Yannick Dillschneider
Phillip Heiler (Aarhus University, Denmark)
Ekaterina Kazak (University of Birmingham, United Kingdom)
Jens Jackwerth (University of Konstanz, Germany)
Xinyue Bei (University of Texas at Austin, United States)
Liang Peng (Georgia State University, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
Jefferson Duarte (Rice University, United States)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Bonsoo Koo (Monash University, Australia)
André B.M. Souza (ESADE Business School, Spain)
Johannes Schmidt-Hieber (University of Twente)
Vladislav Morozov (University of Bonn, Germany)
Fabian Mies (TU Delft)
Chantal Schouwenaar, Jack Fitzgerald