High-Dimensional Mean–Variance Optimization with Nuclear Hedging Portfolios
Rasmus Lönn (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
Rasmus Lönn (Erasmus University Rotterdam)
Clara Martínez-Toledano (Imperial College London, United Kingdom)
Johanna Ziegel (ETH Zurich, Switzerland)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Giovanni Mellace (University of Southern Denmark)
Fábio Bentz Maciel
Diana Bonfim (Bank of Portugal and Católica Lisbon School of Business and Economics, Portugal)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Wei Jiang (Emory University, United States)
Chris Muris (McMaster University, Canada)
Federico Bandi (Johns Hopkins University, United States)