Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Georg Reischauer (WU Vienna, Austria)
Constantine Yannelis (University of Cambridge, United Kingdom)
Ekaterina Kazak (University of Birmingham, United Kingdom)
Pasquale Della Corte (Imperial College London, United Kingdom)
Bige Kahraman (University of Oxford, United Kingdom)
Matteo Benetton (University of California at Berkeley, United States)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Vasilis Sarafidis (Brunel University London, United Kingdom)
Yannick Dillschneider
Carola Frydman (Northwestern University, United States)
Ramin Baghai (Stockholm School of Economics, Sweden)
Florian Weigert (University of Neuchâtel, Switzerland)
Phillip Heiler (Aarhus University, Denmark)
Faculty: Thomas Douenne, Carolyn Fischer, Gerard van der Meijden, Steven Poelhekke and Florian Wagener
Faculty: Ronald de Vlaming and Janneke van Brummelen
Faculty: Peeter Verlegh
Özgün Kır , Özgün Baris Kir
Faculty: Remco Zwinkels, Rex Wang and Marco Ceccarelli