Xiaodi Bai

2016

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Xiaodi Bai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Marc Christian Steinbach
  2. Victor DeMiguel
  3. Lorenzo Garlappi
  4. Thierry Roncalli

Papers from Xiaodi Bai's perspective

Ordered by how strongly the researchers Xiaodi Bai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The properties of equally-weighted risk contributions portfolios
  2. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  3. Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (SIAM Review)
  4. The Pricing of Options and Corporate Liabilities
  5. Portfolio Selection
  6. Regression Shrinkage and Selection via the Lasso
  7. Computing efficient frontiers using estimated parameters
  8. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  9. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers