李少然

李少然北京大学经济学院

李少然，男，北京大学经济学院教授。

人物履历

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

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

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]