Lingfeng Li

Capula Investment Services

8 Lancelot Place, Floor 3

Knightsbridge

London, SW7 1DR

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 2,017

SSRN RANKINGS

Top 2,017

in Total Papers Downloads

13,733

CITATIONS
Rank 4,240

SSRN RANKINGS

Top 4,240

in Total Papers Citations

127

Scholarly Papers (3)

1.
Downloads 6,206 ( 782)
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 6,057 (812)
Citation 89

Abstract:

Long-Term Global Market Correlations

NBER Working Paper No. w8612
Number of pages: 52 Posted: 17 Nov 2001
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 149 (167,339)
Citation 89

Abstract:

2.

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 5,747 (753)
Citation 35

Abstract:

Stock-Bond Correlation, Asset Allocation, Macroeconomic Factors

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 1,111 (14,028)

Abstract:

Measuring Diversification Benefits, Asset Allocation, Short Sale Constraint