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
Thomas Opitz (French National Institute of Agronomic Research, France)
Stephan Siegel (University of Washington, United States)
Jonas Maibom (Aarhus University, Denmark)
Silvia Castro (INSEAD, France)
Constantine Yannelis (University of Cambridge, United Kingdom)
Maarten Bosker , (brownbag seminar)
Ekaterina Kazak (University of Birmingham, United Kingdom)
Andrea Titton
Christopher Busch (Ludwig-Maximilians-Universität München, Germany)
David Nagy (CREI, Universitat Pompeu Fabra and Barcelona School of Economics, Spain)
Pasquale Della Corte (Imperial College London, United Kingdom)
Devesh Rustagi (University of Warwick, United Kingdom)
Bige Kahraman (University of Oxford, United Kingdom)
Emily Cuddy (Duke University, United States)
Matteo Benetton (University of California at Berkeley, United States)
Edoardo Ciscato (KU Leuven, Belgium)
Megan Haasbroek
Sara Bagagli (London School of Economics, United Kingdom)