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
Robert Kollmann (Université Libre de Bruxelles, Belgium)
Asaf Bernstein (University of Colorado, United States)
Friederike Mengel (University of Essex, United Kingdom and visiting Professor at Erasmus University Rotterdam)
Peter Grünwald (Leiden University)
Luigi Siciliani (University of York, United Kingdom)
Florian van Genderen , (brownbag seminar)
Patrick Gagliardini (University of Lugano, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Henrique Basso (Banco de España, Spain)
Hans van Kippersluis
Clement Ballet (Erasmus University Rotterdam), brownbag seminar
Catherine Roux (University of Basel, Switzerland)
Johanna Ziegel (ETH Zurich, Switzerland)
Roger Prudon (Lancaster University, United Kingdom)
Libertad González (Universitat Pompeu Fabra and the Barcelona School of Economics, Spain)
Georg Granic
Giovanni Mellace (University of Southern Denmark)
Gabriella Conti (University College London, United Kingdom)