High-dimensional asset pricing and portfolio optimization

Rasmus Lönn

Research output: ThesisDoctoral ThesisInternal

173 Downloads (Pure)
Original languageEnglish
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Schotman, Peter, Supervisor
  • Bastürk, Nalan, Advisor
  • Lieb, Lenard, Advisor
Award date31 Oct 2019
Place of PublicationMaastricht
Publisher
Print ISBNs9789463805315
DOIs
Publication statusPublished - 2019

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