The Impact of Short Sale Costs on Machine Learning Portfolio Allocation Models
Eveline Wilgenkamp , Eveline Wilgenkamp
- Research Master Defense
Eveline Wilgenkamp , Eveline Wilgenkamp
Faculty: Eran Raviv (research master Business Data Science)
Lucas (Loek) van Montfort , Lucas van Montfort
Keynote by Daniel Effron (London Business School, United Kingdom)
Faculty Lukas Hoesch (Vrije Universiteit Amsterdam) Ronald de Vlaming (Vrije Universiteit Amsterdam)
Faculty: Andrei Levchenko (University of Michigan, United States) and Michael D. König (Vrije Universiteit Amstserdam)
Melika Liporace (Tilburg University) and Rense Corten (Utrecht University)
Hunt Allcott (Stanford University, United States)
Lucian Taylor (University of Pennsylvania, United States)
Mary Beth Watson-Manheim (University of Illinois Chicago, United States)
Angelos Georghiou (University of Cyprus)
Denni Tommasi (University of Bologna, Italy)
PhD students will present their work. Keynotes: Magdalena Rola-Janicka (Tilburg University) and Albert Jan Hummel (University of Amsterdam)
Norman Schürhoff (University of Lausanne, Zwitserland)
Jason Thatcher (Temple University, United States)
Cynthia Balloch (London School of Economics), Michael Johannes (Columbia Business School), Ananth Madhavan (BlackRock), Paul Schneider (University of Lugano), Grigory Vilkov (Frankfurt School of Finance & Management) and Mungo Wilson (University of Oxford)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Melissa Prado (Nova School of Business and Economics, Portugal)
Victor Chernozhukov (MIT, United States)