Lingfeng Li

Capula Investment Services

8 Lancelot Place, Floor 3

Knightsbridge

London, SW7 1DR

United Kingdom

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SCHOLARLY PAPERS

3

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126

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Scholarly Papers (3)

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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 6,824 (847)

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Stock-Bond Correlation, Asset Allocation, Macroeconomic Factors

2.

Long-Term Global Market Correlations

Downloads 6,320 ( 976)

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
William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 6,158 (1,010)

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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
William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 162 (180,409)

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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 1,176 (16,634)

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Measuring Diversification Benefits, Asset Allocation, Short Sale Constraint