1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PM2018
Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning
Daniel Kinn
In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio wei…
econ.EM2018★ 1 cited
Synthetic Control Methods and Big Data
Daniel Kinn
Many macroeconomic policy questions may be assessed in a case study framework, where the time series of a treated unit is compared to a counterfactual constructed from a large pool…