Xiao Li

University of Arizona

PhD Candidate

McClelland Hall

P.O. Box 210108

Tuscon, AZ 85721

United States

SCHOLARLY PAPERS

2

DOWNLOADS

348

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Mean-Variance Portfolio Allocation. Portfolio Allocation on Stocks Using Multitude of Anomalies. Arbitrage and Market Efficiency.  ”

Scholarly Papers (2)

1.
Downloads 205 (192,023)

Abstract:

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2.

Aggregating Information for Optimal Portfolio Weights

Number of pages: 64 Posted: 06 Oct 2018 Last Revised: 28 Nov 2018
Xiao Li
University of Arizona
Downloads 143 (261,397)

Abstract:

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Portfolio Allocation, Mean-Variance Efficiency, Elastic Net