High-dimensional asset pricing and portfolio optimization

Rasmus Lönn

Research output: Thesis › Doctoral Thesis › Internal

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Original language	English
Awarding Institution	Maastricht University
Supervisors/Advisors	Schotman, Peter, Supervisor Bastürk, Nalan, Co-Supervisor Lieb, Lenard, Co-Supervisor
Award date	31 Oct 2019
Place of Publication	Maastricht
Publisher	Universitaire Pers Maastricht
Print ISBNs	9789463805315
DOIs	https://doi.org/10.26481/dis.20191031sl
Publication status	Published - 2019

Access to Document

@phdthesis{a61c1031c17141cf89acb0046be9589c,

title = "High-dimensional asset pricing and portfolio optimization",

author = "Rasmus L{\"o}nn",

year = "2019",

doi = "10.26481/dis.20191031sl",

language = "English",

isbn = "9789463805315",

publisher = "Universitaire Pers Maastricht",

address = "Netherlands",

school = "Maastricht University",

}