Economics and Management News & Events WiWi-Kolloquium Sommersemester 2024
Two is better than one: Regularized shrinkage of large minimum variance portfolios
17 Apr
17. Apr. 2024 | 11:00 - 12:00
Nestor Parolya, Delft University of Technology

Two is better than one: Regularized shrinkage of large minimum variance portfolios

Speaker/s

Nestor Parolya, Delft University of Technology 

Event organiser/s

Statistics (Statistik)

Research Focus (Forschungsschwerpunkt)

Financial Markets and the Global Challenges

Date

17. Apr. 2024
11:00 - 12:00

Location

Conti-Campus
Building: 1501
Room: I-442


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