High-Dimensional Mean–Variance Optimization with Nuclear Hedging Portfolios
Rasmus Lönn (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
Rasmus Lönn (Erasmus University Rotterdam)
Yacine Aït-Sahalia (Princeton University, United States)
Keynote: Stefanie Stantcheva (Harvard University, United States)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Patrick Gagliardini (University of Lugano, Switzerland)
Noah Stegehuis
Martina Pons (University of Zurich, Switzerland)
Peter Grünwald (Leiden University)
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)
Faculty: Maarten van Oordt
Ekaterina Kazak (University of Birmingham, United Kingdom)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Isaiah Andrews (MIT, United States)