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### Co-authors

- Gordan ZitkovicDepartment of Mathematics, University of Texas at AustinVerified email at math.utexas.edu
- Jin Hyuk ChoiUlsan National Institute of Science & Technology (UNIST)Verified email at unist.ac.kr
- Duane SeppiBNY Mellon Professor of Finance, Carnegie Mellon UniversityVerified email at andrew.cmu.edu
- Peter Ove ChristensenProfessor, Department of Finance, Copenhagen Business SchoolVerified email at cbs.dk
- Claus MunkCopenhagen Business SchoolVerified email at cbs.dk
- Traian PirvuMcMaster UniversityVerified email at math.mcmaster.ca
- Reha H TutuncuPortfolio Construction Lead, Point72 Asset ManagementVerified email at point72.com
- Steven ShreveProfessor of Mathematical Sciences, Carnegie Mellon UniversityVerified email at andrew.cmu.edu
- Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityVerified email at princeton.edu
- Umut CetinProfessor in Statistics, LSEVerified email at lse.ac.uk