李少然查看源代码讨论查看历史
 |
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
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)[1]