Paper accepted for publication at the Journal of Econometrics

The pa­per “Large-S­cale Port­fo­lio Al­loc­a­tion Un­der Trans­ac­tion Costs and Model Un­cer­tainty” has been ac­cep­ted for pub­lic­a­tion by the Journal of Econo­met­rics. Con­grat­u­la­tions!

Large-S­cale Port­fo­lio Al­loc­a­tion Un­der Trans­ac­tion Costs and Model Un­cer­tainty
Au­thors in al­pha­bet­ical order: Nikolaus Hautsch (Uni­versity of Vi­enna, Vi­enna Gradu­ate School of Fin­ance, Center for Fin­an­cial Stud­ies) and Stefan Voigt (VGSF)