Economics Seminar: Simon Bodilsen, AU

Title: Large-Dimensional Portfolio Selection with High-Frequency-Based Factor Model

2020.02.03 | Pernille Vorsø Jachobsen

Date Mon 17 Feb
Time 15:00 16:00
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2632(L), room 242

Presenter: Simon Bodilsen, AU

Title: Large-Dimensional Portfolio Selection with High-Frequency-Based Factor Model

Seminars