李少然檢視原始碼討論檢視歷史
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李少然，男，北京大學經濟學院教授。
人物履歷
教育經歷
2016-2021 劍橋大學 經濟學博士
2015-2016 劍橋大學 經濟研究碩士
2013-2015 伯明翰大學 理學學士
2011-2015 西南財經大學 金融學學士
研究領域
發表論文
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
工作論文
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]