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)
Michiel Souverijn (Erasmus University Rotterdam)
Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Fransisco Blasques
Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Francisco Blasques
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)
PhD Students
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)