school of economics peking university-九游会平台

九游会平台-j9九游会真人游戏第一品牌
department of finance
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li shaoran
2021-11-01   

  job title: assistant professor, school of economics, peking university

  e-mail: lishaoran@pku.edu.cn

  research field:

  financial measurement, asset pricing, portfolio management, machine learning

 

  education background:

  2016-2021 university of cambridge, phd in economics

  2015-2016 university of cambridge, master of economic studies

  2013-2015 university of birmingham, bachelor of science

  2011-2015 southwestern university, finance and economics bachelor of finance

  publications:

  when will the covid-19 pandemic peak? (with oliver linton)  journal of econometrics   volume 220, issue 1, september 2020, pages 130-157

  working papers:

  augment large covariance matrix estimation with auxiliary information (with shuyi ge, oliver linton and weiguang liu)

  news-implied linkages and local dependency in the equity market (with shuyi ge and oliver linton)

  dynamic peer groups of arbitrage characteristics (with shuyi ge and oliver linton)  revised and resubmitted,  journal of business & economic statistics

  a dynamic semiparametric characteristics-based model for optimal portfolio selection (with gregory connor and oliver linton)

  specification-lasso and an application in financial markets (with chaohua dong)


九游会平台 copyright peking university tel(f) : 86-10-62751462 email: weiweilin@pku.edu.cn
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