Lingfeng Li

Capula Investment Services

8 Lancelot Place, Floor 3

Knightsbridge

London, SW7 1DR

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 2,260

in Total Papers Downloads

14,197

CITATIONS
Rank 4,264

SSRN RANKINGS

Top 4,264

in Total Papers Citations

126

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 6,724 (828)
Citation 34

Abstract:

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Stock-Bond Correlation, Asset Allocation, Macroeconomic Factors

2.
Downloads 6,299 ( 936)
Citation 89

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 6,140 (976)
Citation 89

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 159 (177,703)
Citation 89

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 1,174 (16,051)

Abstract:

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Measuring Diversification Benefits, Asset Allocation, Short Sale Constraint