Jiahan Li

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jiahan Li trusts overall

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

  1. Olivier Ledoit
  2. Michael Wolf
  3. Jushan Bai
  4. Serena Ng
  5. Jianqing Fan
  6. Robert Tibshirani
  7. Victor DeMiguel
  8. Lorenzo Garlappi
  9. Michael W. Brandt
  10. Charles M. Jones

Papers from Jiahan Li's perspective

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

  1. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
  2. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. Robust Performance Hypothesis Testing with the Sharpe Ratio
  5. Regression Shrinkage and Selection via the Lasso
  6. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. Forecasting economic time series using targeted predictors
  9. On the distribution of the largest eigenvalue in principal components analysis
  10. High dimensional covariance matrix estimation using a factor model

Their papers