High-Dimensional Mean–Variance Optimization with Nuclear Hedging Portfolios
Rasmus Lönn (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
Rasmus Lönn (Erasmus University Rotterdam)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Anne Boring
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Fábio Bentz Maciel
Diana Bonfim (Bank of Portugal and Católica Lisbon School of Business and Economics, Portugal)
Giovanni Mellace (University of Southern Denmark)
Wei Jiang (Emory University, United States)
Chris Muris (McMaster University, Canada)
Andrea Galeotti (London Business School, United Kingdom)