Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
Nestor Parolya (TU Delft)
Xuelin Li (Columbia University, United States)
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Christian T. Brownlees (LUISS Guido Carli, Italy)
Bart Los (University of Groningen)
Mark Podolskij (University of Luxembourg)
Stefan Obernberger
Anna Salomons (Utrecht University and Tilburg University)
Daniel Wilhelm (LMU Munich, Germany)
Giulia Livieri (London School of Economics and Political Science, United Kingdom)
André Santos (CUNEF Universidad, Spain)
Iván Fernández-Val (Boston University, United States)
Marina Friedrich (Vrije Universiteit Amsterdam)