Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Peter Grünwald (Leiden University)
Patrick Gagliardini (University of Lugano, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Johanna Ziegel (ETH Zurich, Switzerland)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Federico Bandi (Johns Hopkins University, United States)