ESEM
| Presenter(s) | Type | Archive date | Archive time | Length |
|---|---|---|---|---|
|
Olivier Scaillet
Jiun-Hua Su
Qihui Chen
|
Contributed Sessions
|
30/08/23
|
16:30 CEST
|
75 mins
|
| Presenter(s) | |
| Type | |
| Archive date |
30/08/23
|
| Archive time |
16:30 CEST
|
| Length |
75 mins
|
Papers
(Listed in order of presenters above)
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring
A Unified Framework for Estimation of High-dimensional Conditional Factor Models