More information
Work
- M. Sipke Dom, Clint Howard, Maarten Jansen & Harald Lohre (2025) - Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction - Quantitative Finance, 25 (3), 403-419 - doi: 10.1080/14697688.2025.2468268 - [link]
Finance 1
- Year
- 2024
- Course Code
- FEB12003
Finance 1 (IBEB)
- Year
- 2024
- Course Code
- FEB12003X
Financial Methods & Techniques
- Year
- 2024
- Course Code
- FEB13011
