Isaac Newton Institute / University of Mannheim / Cambridge University / University of Coimbra / Victor DeMiguel London Business School Lorenzo Garlappi University of Texas / University of Texas / Swiss Finance Institute / University of Vienna / University of Venice / Summer Institute / / /
IndustryTerm
Web site Simulated data Source / /
MarketIndex
S&P 500 / /
Organization
Institute for Quantitative Investment Research / Cambridge University / Swiss Finance Institute / Summer Institute / University of Coimbra / McCombs School of Business / Institute for Mathematical Sciences / University of Texas at Austin / University of Venice / Western Finance Association / University of Vienna / Copenhagen Business School / Manchester Business School / Stockholm School of Economics / European Finance Association / London Business School / Society for Financial Studies / Oxford University / Norwegian School of Management / University of Mannheim / /
Person
Matt Spiegel / Sheridan Titman / Nizar Touzi / Luis Viceira / Francisco Nogales / Chris Malloy / Francisco Gomes / Tan Wang / Lorenzo Garlappi / Eric Jacquier / John Birge / Roberto Wessels / Ian Cooper / Raman Uppal / Bruno Gerard / Portfolio / Ken French / Bernard Dumas / Anna Pavlova / John Campbell / Abbreviation / Baba Mezi / Michael Brennan / / /
Position
Author / editor / model / Rt / bs dm min vw mp / missing-factor model / multi-prior model / /