Prof. Scaillet’s research “Estimation of large dimensional conditional factor models in finance” forthcoming in the Handbook of Econometrics

Prof. Scaillet’s research paper “Hedge Fund Performance under Misspecified Models” in Insider Report by BarclayHedge
29 September 2020
VIRTUAL GENEVA SUMMIT ON SUSTAINABLE FINANCE 10 November 20
5 October 2020
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Prof. Scaillet’s research “Estimation of large dimensional conditional factor models in finance” forthcoming in the Handbook of Econometrics

Prof. Olivier Scaillet’s research “Estimation of large dimensional conditional factor models in finance“, with Patrick Gagliardinia and Elisa Ossola, is forthcoming for publication as a chapter in the Handbook of Econometrics Volume 7A, edited by Steven Durlauf, Lars Hansen, James Heckman, and Rosa Matzkin.


The chapter will be soon in Press at https://www.sciencedirect.com/handbook/handbook-of-econometrics

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