Shrinkage Estimation for Large Portfolios under Estimation Risk
Ming Yuan (Columbia University, United States)
- Erasmus Econometric Institute Series
Ming Yuan (Columbia University, United States)
Peter Grünwald (Leiden University)
Martina Pons (University of Zurich, Switzerland)
Patrick Gagliardini (University of Lugano, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Rasmus Lönn (Erasmus University Rotterdam)
Johanna Ziegel (ETH Zurich, Switzerland)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Chris Muris (McMaster University, Canada)
Federico Bandi (Johns Hopkins University, United States)
Alberto Abadie (Massachusetts Institute of Technology, United States)