Linear Factor Models and the Estimation of Expected Returns
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
- Seminars Econometric Institute
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Sofija Pajic (University of Amsterdam)
Jana Kühnel (University of Ulm, Germany)
Catherine Doz (Paris School of Economics)
Peter Bamberger (Tel Aviv University, Israel)
Miguel Ferreira (Nova School of Business and Economics, Portugal)
Marc Arnold (University of St. Gallen, Switzerland)
Dond Lou (London School of Economics, United Kingdom)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
Katya Neretina (University of Tilburg)
Jason Sturgess (Queen Mary University of London. United Kingdom)
James Hamilton (University of California at San Diego, United States)
James Hamilton (University of California San Diego, United States)
Dan Bernhardt (University of Illinois, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Ed Van Wesep (University of Colorado, United States)
Remy Spliet (Erasmus University Rotterdam)
Susanne Braun (Durham University, United Kingdom)
Matthijs van Zon, Erasmus University Rotterdam)