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Essays on robust portfolio management
Plachel, Lukas, (2019)
A bibliometric analysis of machine learning econometrics in asset pricing
Zapata, Hector O., (2022)
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca, (2022)
Evaporating liquidity
Nagel, Stefan, (2012)
Empirical cross-sectional asset pricing