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)
Anne Boring
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Giovanni Mellace (University of Southern Denmark)
Fábio Bentz Maciel
PhD students
Director, DGS and students
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)
Director, DGS and students
Wei Jiang (Emory University, United States)
Director of Graduate Studies and students
Chris Muris (McMaster University, Canada)
Andrea Galeotti (London Business School, United Kingdom)