Tue, 03/25/2025 - 16:00 - Tue, 03/25/2025 - 17:30
Research
Speaker(s)
Location
Hand-Purvis Conference Room
Title: "Sparse Spanning Portfolios and Under-diversification with Second-order Stochastic Dominance".
Organizer
James G. MacKinnon
Sitian Liu
Nahim Bin Zahur
Robert Clark