Parametric portfolio weights with many factors
Bart Keijsers
- Econometrics Seminars and Workshop Series
Bart Keijsers
Miguel Ferreira (Nova School of Business and Economics, Portugal)
Dan Schley (Erasmus University Rotterdam)
Liyang Sun (Cemfi, Spain)
Bart Keijsers (University of Amsterdam)
Caio Almeida (Princeton University, United States)
Michal Kolesár (Princeton University, United States)
Ernst Maug (University of Mannheim, Germany)
Jules Depersin (University of Amsterdam)
Bruno Ferman (Sao Paulo School of Economics, Brazil)
Fabio Canova (BI Norwegian Business School, Norway)
Paula Jarzabkowski (University of Queensland Business School, Australia and Bayes Business School, United Kingdom)
Erwan Scornet (Ecole Polytechnique, France)
Yuliya Snihur (Toulouse Business School, France)
Jonas Meijer (University of Amsterdam)
Ruoying Dai , Ruoying Dai
Jeroen Dalderop (University of Notre Dame, United States)