Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
Nestor Parolya (TU Delft)
Renée Adams (University of Oxford, United Kingdom)
Matteo Barigozzi (University of Bologna, Italy)
Diane Pierret (University of Luxembourg)
David Forrest (University of Liverpool, United Kingdom), Carlos Gomez-Gonzalez (University of Lausanne, Switzerland), Jing Guan (Loughborough University, United Kingdom), Carl Singleton (University of Stirling, United Kingdom), Angelos Theodorakopoulos (Aston University, United Kingdom), Elisa de Weerd (Erasmus University Rotterdam & Radboud University)
Bernd Schwaab (European Central Bank, Germany)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Şifa Çelik (Eindhoven University of Technology)
Oliver Linton (University of Cambridge, United Kingdom)