Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Asaf Bernstein (University of Colorado, United States)
Vladimir Sobota (University of Glasgow, United Kingdom)
Peter Grünwald (Leiden University)
Martina Pons (University of Zurich, Switzerland)
Renate Kratochvil (Stockholm School of Economics, Sweden)
Patrick Gagliardini (University of Lugano, Switzerland)
Rasmus Lönn (Erasmus University Rotterdam)
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)
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)