Rosnel SESSINOU

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

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Scholarly Papers (1)

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Robust Inference in Large Panels and Markowitz Portfolios

Number of pages: 37 Posted: 13 Dec 2024
David Ardia and Rosnel SESSINOU
HEC Montreal - Department of Decision Sciences and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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Abstract:

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Mean-variance spanning tests, Robust Student-t tests, Large scale inference JEL codes: B23, C12, C52