Parametric portfolio weights with many factors
Bart Keijsers
- Econometrics Seminars and Workshop Series
Bart Keijsers
Claudia Noack (University of Oxford, United Kingdom)
Nicolas Schreuder (University of Genoa, Italy)
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Denni Tommasi (University of Bologna, Italy)