Parametric portfolio weights with many factors
Bart Keijsers
- Econometrics Seminars and Workshop Series
Bart Keijsers
Roʿi Zultan (Ben-Gurion University of the Negev, Israel)
Cem Peker
Otto Swank
Miguel Ferreira (Nova School of Business and Economics, Portugal)
Dan Schley (Erasmus University Rotterdam)
Luigi Minale (Universidad Carlos III, Spain)
Hanbaek Lee
Pia Pinger (University of Cologne, Germany)
Liyang Sun (Cemfi, Spain)
Jasmine Xiao (University of Notre Dame, United States)
Anujit Chakraborty (University of California, Davis)
Megan Haasbroek
Ana Varela Varela (University of Amsterdam)
Martin Karlsson (University of Duisburg-Essen, Germany)
Vera Zabrodina (University of Basel, Zwitserland)
Thomas Cornelissen (University of Essex, United Kingdom)
Katharina Brütt
Bart Keijsers (University of Amsterdam)