Lingfeng Li

Capula Investment Services

8 Lancelot Place, Floor 3

Knightsbridge

London, SW7 1DR

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 2,446

SSRN RANKINGS

Top 2,446

in Total Papers Downloads

14,474

SSRN CITATIONS
Rank 4,165

SSRN RANKINGS

Top 4,165

in Total Papers Citations

17

CROSSREF CITATIONS

245

Scholarly Papers (3)

1.

Macroeconomic Factors and the Correlation of Stock and Bond Returns

Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings
Number of pages: 53 Posted: 23 Nov 2003
Lingfeng Li
Capula Investment Services
Downloads 6,937 (878)
Citation 1

Abstract:

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Stock-Bond Correlation, Asset Allocation, Macroeconomic Factors

2.
Downloads 6,358 ( 1,028)
Citation 122

Long-Term Global Market Correlations

Yale ICF Working Paper No. 08-04
Number of pages: 46 Posted: 25 Oct 2001 Last Revised: 24 Jan 2008
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 6,186 (1,063)
Citation 1

Abstract:

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Long-Term Global Market Correlations

NBER Working Paper No. w8612
Number of pages: 52 Posted: 17 Nov 2001 Last Revised: 25 Oct 2010
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 172 (179,723)
Citation 8

Abstract:

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3.

An Economic Measure of Diversification Benefits

Yale ICF Working Paper No. 03-11
Number of pages: 41 Posted: 21 May 2003
Lingfeng Li
Capula Investment Services
Downloads 1,179 (17,554)

Abstract:

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Measuring Diversification Benefits, Asset Allocation, Short Sale Constraint