檢視李少然的原始碼

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|<center>'''  李少然 '''<br><img src=" https://econ.pku.edu.cn/images/content/2021-09/20210929104537681186.jpg " width="180"></center><small>[https://econ.pku.edu.cn/szdw/zzjs/ybjs/sjrxx/356259.htm 北京大学经济学院]</small> 
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'''李少然'''，男，北京大学经济学院教授。
==人物履历==

=== 教育经历 ===

2016-2021 剑桥大学 经济学博士

2015-2016  剑桥大学 经济研究硕士

2013-2015 伯明翰大学 理学学士

2011-2015 西南财经大学 金融学学士
==研究领域==

[[金融计量]]，资产定价，[[投资组合管理]]，[[机器学习]]

== 发表论文 ==

When Will the Covid-19 Pandemic Peak? （with Oliver Linton） Journal of Econometrics  Volume 220, Issue 1, September 2020, Pages 130-157

Dynamic Peer Groups of Arbitrage Characteristics (with Shuyi Ge and Oliver Linton)   Journal of Business & Economic Statistics, forthcoming

==工作论文==

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)  Revised and Resubmitted   Journal of Econometrics

A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection (with Gregory Connor, Chaohua Dong and Oliver Linton)

Specification-Lasso and An Application in Financial Markets (with Chaohua Dong)<ref>[https://econ.pku.edu.cn/   北京大学经济学院 ]</ref>
==参考资料== 
{{reflist}}

[[Category:教授]]