Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
Nestor Parolya (TU Delft)
Renée Adams (University of Oxford, United Kingdom)
Panos Constantinides (The University of Manchester, United Kingdom)
Director of Graduate Studies and Students
Matteo Barigozzi (University of Bologna, Italy)
Diane Pierret (University of Luxembourg)
David Forrest (University of Liverpool, United Kingdom), Carlos Gomez-Gonzalez (University of Lausanne, Switzerland), Jing Guan (Loughborough University, United Kingdom), Carl Singleton (University of Stirling, United Kingdom), Angelos Theodorakopoulos (Aston University, United Kingdom), Elisa de Weerd (Erasmus University Rotterdam & Radboud University)
Bernd Schwaab (European Central Bank, Germany)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Şifa Çelik (Eindhoven University of Technology)
Oliver Linton (University of Cambridge, United Kingdom)
Eric Monnet (Paris School of Economics, France)
Amber Geurts (TNO Vector, Center for Societal Innovation and Strategy)
Director of Graduate Studies and Students
Thao Le
Joe Ploog (IE University, Spain)
Andreas Fuster (Swiss Finance Institute @ EPFL, Switzerland)
Igo Dobbe
Raian Kudashev (Vrije Universiteit Amsterdam)
Dominik Gutt (RWTH Aachen University, Germany)