Zhongyu Li

Bank of China (Hong Kong)

Bank of China Tower

1 Garden Road, Central

Hong Kong

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

163

TOTAL CITATIONS

1

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

LASSO-Based Simulation for High-Dimensional Multi-Period Portfolio Optimization

Number of pages: 21 Posted: 29 Apr 2019

Zhongyu Li, Ka Ho Tsang and Hoi Ying Wong

Bank of China (Hong Kong), The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics

Downloads 163 (459,428)

Citation 1

Abstract:

Feedback

All content on this site: Copyright © 2026 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .