%PDF-1.5
%
1 0 obj
<<
/Metadata 2 0 R
/Names 3 0 R
/OpenAction <<
/D [4 0 R /Fit]
/S /GoTo
>>
/Outlines 5 0 R
/PageLabels <<
/Nums [0 6 0 R 6 7 0 R 14 8 0 R]
>>
/PageLayout /SinglePage
/PageMode /UseOutlines
/Pages 9 0 R
/Type /Catalog
>>
endobj
10 0 obj
<<
/Author <5376656E204F6C6F66205261736D7573204CF66E6E>
/CreationDate (D:20191001090815Z)
/Creator (LaTeX with hyperref package)
/Keywords ()
/ModDate (D:20191028121948+01'00')
/Producer (pdfTeX-1.40.18)
/Subject ()
/Title (High-dimensional asset pricing and portfolio optimization)
/Trapped /False
/PTEX.Fullbanner (This is pdfTeX, Version 3.14159265-2.6-1.40.18 \(TeX Live 2017\) kpathsea version 6.2.3)
>>
endobj
2 0 obj
<<
/Length 3629
/Subtype /XML
/Type /Metadata
>>
stream
application/pdf
Sven Olof Rasmus Lönn
High-dimensional asset pricing and portfolio optimization
2019-10-01T09:08:15Z
LaTeX with hyperref package
2019-10-28T09:52:44+01:00
2019-10-28T12:19:48+01:00
pdfTeX-1.40.18
False
This is pdfTeX, Version 3.14159265-2.6-1.40.18 (TeX Live 2017) kpathsea version 6.2.3
uuid:fe36f1fa-f47e-4edb-85e1-0c3fd8553705
uuid:80e10fd4-399b-4909-80a4-3607f42c5b9f
endstream
endobj
3 0 obj
<<
/Dests 11 0 R
>>
endobj
4 0 obj
<<
/Contents 12 0 R
/CropBox [0 0 612 792]
/MediaBox [0 0 612 792]
/Parent 13 0 R
/Resources 14 0 R
/Rotate 0
/Type /Page
>>
endobj
5 0 obj
<<
/Count 10
/First 15 0 R
/Last 16 0 R
/Type /Outlines
>>
endobj
6 0 obj
<<
/S /D
>>
endobj
7 0 obj
<<
/S /r
>>
endobj
8 0 obj
<<
/S /D
>>
endobj
9 0 obj
<<
/Count 163
/Kids [17 0 R 18 0 R 19 0 R 20 0 R 21 0 R]
/Type /Pages
>>
endobj
11 0 obj
<<
/Kids [22 0 R 23 0 R 24 0 R]
/Limits [(Doc-Start) (table.caption.81)]
>>
endobj
12 0 obj
<<
/Length 206
/Filter [/FlateDecode]
>>
stream
xڕn0w?GyBI6E$T-!O_)G]OWmDPl@i$
4`8wƍ.zȹFyMwv}(+\U"M9WeBFw煽.BT$dUׄ5%-W~A,!tI}q\'폚q/nM
endstream
endobj
13 0 obj
<<
/Count 7
/Kids [25 0 R 4 0 R 26 0 R 27 0 R 28 0 R 29 0 R 30 0 R]
/Parent 17 0 R
/Type /Pages
>>
endobj
14 0 obj
<<
/ColorSpace 31 0 R
/ExtGState 32 0 R
/Font <<
/F66 33 0 R
/F67 34 0 R
>>
/Pattern 35 0 R
/ProcSet [/PDF /Text]
>>
endobj
15 0 obj
<<
/A 36 0 R
/Next 37 0 R
/Parent 5 0 R
/Title (Acknowledgements)
>>
endobj
16 0 obj
<<
/A 38 0 R
/Parent 5 0 R
/Prev 39 0 R
/Title (Curriculum Vitae)
>>
endobj
17 0 obj
<<
/Count 37
/Kids [13 0 R 40 0 R 41 0 R 42 0 R 43 0 R 44 0 R]
/Parent 9 0 R
/Type /Pages
>>
endobj
18 0 obj
<<
/Count 36
/Kids [45 0 R 46 0 R 47 0 R 48 0 R 49 0 R 50 0 R]
/Parent 9 0 R
/Type /Pages
>>
endobj
19 0 obj
<<
/Count 36
/Kids [51 0 R 52 0 R 53 0 R 54 0 R 55 0 R 56 0 R]
/Parent 9 0 R
/Type /Pages
>>
endobj
20 0 obj
<<
/Count 36
/Kids [57 0 R 58 0 R 59 0 R 60 0 R 61 0 R 62 0 R]
/Parent 9 0 R
/Type /Pages
>>
endobj
21 0 obj
<<
/Count 18
/Kids [63 0 R 64 0 R 65 0 R]
/Parent 9 0 R
/Type /Pages
>>
endobj
22 0 obj
<<
/Kids [66 0 R 67 0 R 68 0 R 69 0 R 70 0 R 71 0 R]
/Limits [(Doc-Start) (equation.a.3.C.28)]
>>
endobj
23 0 obj
<<
/Kids [72 0 R 73 0 R 74 0 R 75 0 R 76 0 R 77 0 R]
/Limits [(equation.a.3.C.29) (section.4.1)]
>>
endobj
24 0 obj
<<
/Kids [78 0 R 79 0 R 80 0 R]
/Limits [(section.4.2) (table.caption.81)]
>>
endobj
25 0 obj
<<
/Contents 81 0 R
/Type /Page
/Resources <<
/Font <<
/F1 82 0 R
/F2 83 0 R
/F3 84 0 R
/F4 85 0 R
>>
/XObject <<
/Xf1 86 0 R
>>
>>
/Annots [87 0 R 88 0 R 89 0 R]
/Parent 13 0 R
/MediaBox [0 0 595 842]
>>
endobj
26 0 obj
<<
/Contents 90 0 R
/CropBox [0 0 612 792]
/MediaBox [0 0 612 792]
/Parent 13 0 R
/Resources 91 0 R
/Rotate 0
/Type /Page
>>
endobj
27 0 obj
<<
/Contents 92 0 R
/CropBox [0 0 612 792]
/MediaBox [0 0 612 792]
/Parent 13 0 R
/Resources 93 0 R
/Rotate 0
/Type /Page
>>
endobj
28 0 obj
<<
/Contents 94 0 R
/CropBox [0 0 612 792]
/MediaBox [0 0 612 792]
/Parent 13 0 R
/Resources 95 0 R
/Rotate 0
/Type /Page
>>
endobj
29 0 obj
<<
/Contents 96 0 R
/CropBox [0 0 612 792]
/MediaBox [0 0 612 792]
/Parent 13 0 R
/Resources 97 0 R
/Rotate 0
/Type /Page
>>
endobj
30 0 obj
<<
/Contents 98 0 R
/CropBox [0 0 612 792]
/MediaBox [0 0 612 792]
/Parent 13 0 R
/Resources 99 0 R
/Rotate 0
/Type /Page
>>
endobj
31 0 obj
<<
/pgfprgb [/Pattern /DeviceRGB]
>>
endobj
32 0 obj
<<
>>
endobj
33 0 obj
<<
/BaseFont /IMUWGI+LMRoman17-Regular
/Encoding 100 0 R
/FirstChar 45
/FontDescriptor 101 0 R
/LastChar 122
/Subtype /Type1
/Type /Font
/Widths [301.9 249.7 458.6 458.6 458.6 458.6 458.6 458.6 458.6 458.6
458.6 458.6 458.6 249.7 249.7 761.6 719.8 761.6 432.5 719.8
693.3 654.3 667.6 706.6 628.2 602.1 726.3 693.3 327.6 471.5
719.4 576 850 693.3 719.8 628.2 719.8 680.4 510.9 667.6
693.3 693.3 954.5 693.3 693.3 563.1 249.7 500 249.7 555.6
693.3 249.7 458.6 510.9 406.4 510.9 406.4 275.8 458.6 510.9
249.7 275.8 484.7 249.7 772.1 510.9 458.6 510.9 484.7 354.1
359.4 354.1 510.9 484.7 667.6 484.7 484.7 406.4]
>>
endobj
34 0 obj
<<
/BaseFont /JSCHMI+LMRoman12-Regular
/Encoding 100 0 R
/FirstChar 68
/FontDescriptor 102 0 R
/LastChar 246
/Subtype /Type1
/Type /Font
/Widths [747.8 666.2 639 768.2 734 353.2 503 761.2 611.8 897.3
734 761.6 666.2 761.6 720.6 544 707.2 734 734 1006
734 734 598.4 272 500 272 555.6 734 272 489.6
544 435.2 544 435.2 299.2 489.6 544 272 299.2 516.8
272 816 544 489.6 544 516.8 380.8 386.2 380.8 544
516.8 707.2 516.8 516.8 435.2 500 277.8 500 555.6 163.2
734 734 707.2 707.2 747.8 666.2 666.2 768.2 611.8 611.8
611.8 734 734 734 761.6 720.6 720.6 544 544 544
707.2 707.2 734 734 734 598.4 598.4 598.4 820.9 353.2
544 474.6 489.6 489.6 435.2 435.2 544 435.2 435.2 489.6
272 272 329.1 544 544 494.5 489.6 380.8 380.8 386.2
386.2 386.2 380.8 380.8 544 544 516.8 435.2 435.2 435.2
544 272 462.4 734 734 734 734 734 734 734
883.7 707.2 666.2 666.2 666.2 666.2 353.2 353.2 353.2 353.2
747.8 734 761.6 761.6 761.6 761.6 761.6 992.6 761.6 734
734 734 734 734 611.8 1088 489.6 489.6 489.6 489.6
489.6 489.6 707.2 435.2 435.2 435.2 435.2 435.2 272 272
272 272 489.6 544 489.6 489.6 489.6 489.6 489.6]
>>
endobj
35 0 obj
<<
>>
endobj
36 0 obj
<<
/D (chapter*.2)
/S /GoTo
>>
endobj
37 0 obj
<<
/A 103 0 R
/Next 104 0 R
/Parent 5 0 R
/Prev 15 0 R
/Title (1 Introduction)
>>
endobj
38 0 obj
<<
/D (chapter*.85)
/S /GoTo
>>
endobj
39 0 obj
<<
/A 105 0 R
/Next 16 0 R
/Parent 5 0 R
/Prev 106 0 R
/Title (Nederlandse Samenvatting)
>>
endobj
40 0 obj
<<
/Count 6
/Kids [107 0 R 108 0 R 109 0 R 110 0 R 111 0 R 112 0 R]
/Parent 17 0 R
/Type /Pages
>>
endobj
41 0 obj
<<
/Count 6
/Kids [113 0 R 114 0 R 115 0 R 116 0 R 117 0 R 118 0 R]
/Parent 17 0 R
/Type /Pages
>>
endobj
42 0 obj
<<
/Count 6
/Kids [119 0 R 120 0 R 121 0 R 122 0 R 123 0 R 124 0 R]
/Parent 17 0 R
/Type /Pages
>>
endobj
43 0 obj
<<
/Count 6
/Kids [125 0 R 126 0 R 127 0 R 128 0 R 129 0 R 130 0 R]
/Parent 17 0 R
/Type /Pages
>>
endobj
44 0 obj
<<
/Count 6
/Kids [131 0 R 132 0 R 133 0 R 134 0 R 135 0 R 136 0 R]
/Parent 17 0 R
/Type /Pages
>>
endobj
45 0 obj
<<
/Count 6
/Kids [137 0 R 138 0 R 139 0 R 140 0 R 141 0 R 142 0 R]
/Parent 18 0 R
/Type /Pages
>>
endobj
46 0 obj
<<
/Count 6
/Kids [143 0 R 144 0 R 145 0 R 146 0 R 147 0 R 148 0 R]
/Parent 18 0 R
/Type /Pages
>>
endobj
47 0 obj
<<
/Count 6
/Kids [149 0 R 150 0 R 151 0 R 152 0 R 153 0 R 154 0 R]
/Parent 18 0 R
/Type /Pages
>>
endobj
48 0 obj
<<
/Count 6
/Kids [155 0 R 156 0 R 157 0 R 158 0 R 159 0 R 160 0 R]
/Parent 18 0 R
/Type /Pages
>>
endobj
49 0 obj
<<
/Count 6
/Kids [161 0 R 162 0 R 163 0 R 164 0 R 165 0 R 166 0 R]
/Parent 18 0 R
/Type /Pages
>>
endobj
50 0 obj
<<
/Count 6
/Kids [167 0 R 168 0 R 169 0 R 170 0 R 171 0 R 172 0 R]
/Parent 18 0 R
/Type /Pages
>>
endobj
51 0 obj
<<
/Count 6
/Kids [173 0 R 174 0 R 175 0 R 176 0 R 177 0 R 178 0 R]
/Parent 19 0 R
/Type /Pages
>>
endobj
52 0 obj
<<
/Count 6
/Kids [179 0 R 180 0 R 181 0 R 182 0 R 183 0 R 184 0 R]
/Parent 19 0 R
/Type /Pages
>>
endobj
53 0 obj
<<
/Count 6
/Kids [185 0 R 186 0 R 187 0 R 188 0 R 189 0 R 190 0 R]
/Parent 19 0 R
/Type /Pages
>>
endobj
54 0 obj
<<
/Count 6
/Kids [191 0 R 192 0 R 193 0 R 194 0 R 195 0 R 196 0 R]
/Parent 19 0 R
/Type /Pages
>>
endobj
55 0 obj
<<
/Count 6
/Kids [197 0 R 198 0 R 199 0 R 200 0 R 201 0 R 202 0 R]
/Parent 19 0 R
/Type /Pages
>>
endobj
56 0 obj
<<
/Count 6
/Kids [203 0 R 204 0 R 205 0 R 206 0 R 207 0 R 208 0 R]
/Parent 19 0 R
/Type /Pages
>>
endobj
57 0 obj
<<
/Count 6
/Kids [209 0 R 210 0 R 211 0 R 212 0 R 213 0 R 214 0 R]
/Parent 20 0 R
/Type /Pages
>>
endobj
58 0 obj
<<
/Count 6
/Kids [215 0 R 216 0 R 217 0 R 218 0 R 219 0 R 220 0 R]
/Parent 20 0 R
/Type /Pages
>>
endobj
59 0 obj
<<
/Count 6
/Kids [221 0 R 222 0 R 223 0 R 224 0 R 225 0 R 226 0 R]
/Parent 20 0 R
/Type /Pages
>>
endobj
60 0 obj
<<
/Count 6
/Kids [227 0 R 228 0 R 229 0 R 230 0 R 231 0 R 232 0 R]
/Parent 20 0 R
/Type /Pages
>>
endobj
61 0 obj
<<
/Count 6
/Kids [233 0 R 234 0 R 235 0 R 236 0 R 237 0 R 238 0 R]
/Parent 20 0 R
/Type /Pages
>>
endobj
62 0 obj
<<
/Count 6
/Kids [239 0 R 240 0 R 241 0 R 242 0 R 243 0 R 244 0 R]
/Parent 20 0 R
/Type /Pages
>>
endobj
63 0 obj
<<
/Count 6
/Kids [245 0 R 246 0 R 247 0 R 248 0 R 249 0 R 250 0 R]
/Parent 21 0 R
/Type /Pages
>>
endobj
64 0 obj
<<
/Count 6
/Kids [251 0 R 252 0 R 253 0 R 254 0 R 255 0 R 256 0 R]
/Parent 21 0 R
/Type /Pages
>>
endobj
65 0 obj
<<
/Count 6
/Kids [257 0 R 258 0 R 259 0 R 260 0 R 261 0 R 262 0 R]
/Parent 21 0 R
/Type /Pages
>>
endobj
66 0 obj
<<
/Kids [263 0 R 264 0 R 265 0 R 266 0 R 267 0 R 268 0 R]
/Limits [(Doc-Start) (Hfootnote.7)]
>>
endobj
67 0 obj
<<
/Kids [269 0 R 270 0 R 271 0 R 272 0 R 273 0 R 274 0 R]
/Limits [(Hfootnote.8) (cite.CanerUlasanCallotOnder2016)]
>>
endobj
68 0 obj
<<
/Kids [275 0 R 276 0 R 277 0 R 278 0 R 279 0 R 280 0 R]
/Limits [(cite.CespaFoucault2014) (cite.Hasbrouck91b)]
>>
endobj
69 0 obj
<<
/Kids [281 0 R 282 0 R 283 0 R 284 0 R 285 0 R 286 0 R]
/Limits [(cite.HasbrouckSeppi2001) (cite.Subrahmanyam1991)]
>>
endobj
70 0 obj
<<
/Kids [287 0 R 288 0 R 289 0 R 290 0 R 291 0 R 292 0 R]
/Limits [(cite.Tibshirani1996) (equation.2.4.26)]
>>
endobj
71 0 obj
<<
/Kids [293 0 R 294 0 R 295 0 R 296 0 R 297 0 R 298 0 R]
/Limits [(equation.3.2.1) (equation.a.3.C.28)]
>>
endobj
72 0 obj
<<
/Kids [299 0 R 300 0 R 301 0 R 302 0 R 303 0 R 304 0 R]
/Limits [(equation.a.3.C.29) (figure.caption.48)]
>>
endobj
73 0 obj
<<
/Kids [305 0 R 306 0 R 307 0 R 308 0 R 309 0 R 310 0 R]
/Limits [(figure.caption.49) (page.122)]
>>
endobj
74 0 obj
<<
/Kids [311 0 R 312 0 R 313 0 R 314 0 R 315 0 R 316 0 R]
/Limits [(page.123) (page.21)]
>>
endobj
75 0 obj
<<
/Kids [317 0 R 318 0 R 319 0 R 320 0 R 321 0 R 322 0 R]
/Limits [(page.22) (page.54)]
>>
endobj
76 0 obj
<<
/Kids [323 0 R 324 0 R 325 0 R 326 0 R 327 0 R 328 0 R]
/Limits [(page.55) (page.87)]
>>
endobj
77 0 obj
<<
/Kids [329 0 R 330 0 R 331 0 R 332 0 R 333 0 R 334 0 R]
/Limits [(page.88) (section.4.1)]
>>
endobj
78 0 obj
<<
/Kids [335 0 R 336 0 R 337 0 R 338 0 R 339 0 R 340 0 R]
/Limits [(section.4.2) (table.caption.19)]
>>
endobj
79 0 obj
<<
/Kids [341 0 R 342 0 R 343 0 R 344 0 R 345 0 R 346 0 R]
/Limits [(table.caption.20) (table.caption.68)]
>>
endobj
80 0 obj
<<
/Kids [347 0 R 348 0 R]
/Limits [(table.caption.7) (table.caption.81)]
>>
endobj
81 0 obj
<<
/Length 1709
/Filter /FlateDecode
>>
stream
xXϏF!=$R/jiPUqM1[zwqǞfK!}!
o]YV47
Cb/ӺLJkxxǟzSc 045='67
QdzS/1ͻq%d+?%n&0Jn3o]Z텻Ŀriw?*)S=˦"ϑ~Li.1dK5i|*-4A2]·ӱIR>GXb*hgd 7\,6Hj˦"7=\%a/3unr ^
p#<ٛ$u7趩
Uk?nPVJzP{ +!q&1v}1ro{"+MG}6T{5>,p@yJyݪ0Gk?IH:&?#6 3LMD*֕k.*{dVI:kn>1QoVhZJzS
g.ga̹~X46Ϥ> 3V05x*s1PW>U}P&{6ظ|Ya6]܃L6Wy/a!]I'uب>-.aF86b@MlΘÚDI1s&Ąx^t"z^ڂXa1觃R=LCEdr
>rY~JT;Uc(g_|E |6{-Ype@Ǎb['p,}%z@P/&fG2Hy4gD@ɲ1q=HH5QOCx:Pbl{E`s!(Nm$C[)zIDZU4 @XJ3NsJxGk$6RES_'F*ۈ&8@T2L IlVq!dg