Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
Nestor Parolya (TU Delft)
Roberto Renò (ESSEC Business School, France)
Andrew Nobel (University of North Carolina, United States)
Xuelin Li (Columbia University, United States)
Kathy Yuan (London School of Economics, United Kingdom)
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Andrii Babii (The University of North Carolina at Chapel Hill, United States)
Lara Klein
Tommaso Tulkens
Christian T. Brownlees (LUISS Guido Carli, Italy)
Bart Los (University of Groningen)
Maxime Bonelli (London Business School, United Kingdom)
Daniel Lewis (University College London, United Kingdom)
Jiti Gao (Monash University, Australia)
Emanuele Tarantino (European Commission, Belgium and Luiss, Italy (on leave)
Mark Podolskij (University of Luxembourg)
Xiaolin Sun (University of Manchester, United Kingdom)
Stefan Obernberger
Anna Salomons (Utrecht University and Tilburg University)
Robin Lumsdaine (American University Washington, United States and Erasmus University Rotterdam)