Congrats to Dr. Caio Vigo Pereira (PhD Economics, June 2021; Supervisor: Dr. Tarun Sabarwal) for publishing in the International Review of Financial Analysis
The paper "Portfolio efficiency with high-dimensional data as conditioning information" is out in the International Review of Financial Analysis. Vol. 77 (October 2021), and is based on a chapter in Vigo Pereira's dissertation.
