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Thumbnail for ORIE Colloquium: Xinghua Zheng - Estimating Large Efficient Portfolios with Heteroscedastic Returns

ORIE Colloquium: Xinghua Zheng - Estimating…

duration 2 hours 12 minutes

ORIE Colloquium: Xinghua Zheng - Estimating…

ORIE Colloquium: Xinghua Zheng - Estimating Large Efficient Portfolios with Heteroscedastic Returns

ORIE Colloquium: Xinghua Zheng - Estimating Large Efficient Portfolios with Heteroscedastic Returns

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