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)
Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Fransisco Blasques
Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Francisco Blasques
Catherine Doz (Paris School of Economics)
PhD Students
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California at San Diego, United States)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Matthijs van Zon, Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)