Mengmeng Ao

Xiamen University - WISE and Department of Finance, School of Economics

Assistant Professor

Xiamen, Fujian

China

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 36,676

SSRN RANKINGS

Top 36,676

in Total Papers Downloads

1,191

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Approaching Mean-Variance Efficiency for Large Portfolios

Number of pages: 69 Posted: 06 Dec 2015 Last Revised: 19 Jul 2018
Mengmeng Ao, Yingying Li and Xinghua Zheng
Xiamen University - WISE and Department of Finance, School of Economics, Hong Kong University of Science & Technology (HKUST), Dept of ISOM and Dept of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 1,191 (16,685)

Abstract:

Loading...

Large portfolio selection; Mean-variance portfolio; Sharpe ratio; Unconstrained regression; LASSO