The Impact of Short Sale Costs on Machine Learning Portfolio Allocation Models
Eveline Wilgenkamp , Eveline Wilgenkamp
- Research Master Defense
Eveline Wilgenkamp , Eveline Wilgenkamp
Zhuoyu Shi , Zhuoyu Shi
Faculty: Eran Raviv (research master Business Data Science)
Lucas (Loek) van Montfort , Lucas van Montfort
Keynote by Daniel Effron (London Business School, United Kingdom)
Bernhard van der Sluis , Bernard van der Sluis
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)
Albert J. Menkveld
Hunt Allcott (Stanford University, United States)
Keynote speaker: Dirk Jenter (London School of Economics, United Kingdom)
Keynote speakers: Mark Armstrong (University College London), Bart Bronnenberg (Tilburg University)
Andrea Vedolin (Boston 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)
Robert Miller (Carnegie Mellon University, United States)