High-Dimensional Mean–Variance Optimization with Nuclear Hedging Portfolios
Rasmus Lönn (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
Rasmus Lönn (Erasmus University Rotterdam)
Mauricio Espinoza Hermoza (Wageningen University), Yifu He, Vrije Universiteit and Tinbergen Institute),Emiliano Hernandez Gomes (Radboud University), Deepakshi Singh (University of Groningen),Karthika Baby Sujatha (United Nations University Merit) Anouk van Velhoven (Utrecht University), Till Wicker (Tilburg University), Zhiqi Xu (Erasumus Univeristy Rotterdam) et al.
Christina Gravert (University of Copenhagen, Denmark)
Frank Westerhoff (University of Bamberg, Germany)
Hans van Kippersluis
Sturla Løkken (Statistics Norway)
Luca Henkel
Yacine Aït-Sahalia (Princeton University, United States)
Konstantin Milbradt (Kellogg School of Management, United States)
Henrique Basso (Banco de España, Spain)
Rafael Nunes Teixeira
Keynote: Stefanie Stantcheva (Harvard University, United States)
Max Löffler (Maastricht University)
Simon Gächter (University of Nottingham, United Kingdom)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Patrick Gagliardini (University of Lugano, Switzerland)
Noah Stegehuis
Renate Kratochvil (Stockholm School of Economics, Sweden)
Florian van Genderen
Martina Pons (University of Zurich, Switzerland)