学者信息
已发表成果：
WOK 论文 6 篇;
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Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,0735-0015,2024-09-02.
He, Wenfeng; Mei, Xiaoling; Zhong, Wei; Zhu, Huanjun
WOS:001303774000001 10.1080/07350015.2024.2374971
收录情况：SCIE、SSCI -
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
QUANTITATIVE FINANCE,1469-7688,2023-10-03.
Mei, Xiaoling; Wang, Yachong; Zhu, Weixuan
WOS:001065505600007 10.1080/14697688.2023.2250386
收录情况：SCIE、SSCI -
Variable selection in heterogeneous panel data models with cross-sectional dependence
AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS,1369-1473,2023-02.
Mei, Xiaoling; Peng, Bin; Zhu, Huanjun
WOS:000933481500001 10.1111/anzs.12381
收录情况：SCIE -
Precision matrix estimation under data contamination with an application to minimum variance portfolio selection
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,0361-0918,2019.
Avagyan, V; Mei, XL
WOS:000496096300001 EI:20194707699871 10.1080/03610918.2019.1668012
收录情况：SCIE、EI -
Portfolio selection with proportional transaction costs and predictability
JOURNAL OF BANKING & FINANCE,0378-4266,2018-09.
Mei, XL; Nogales, FJ
WOS:000446285600009 10.1016/j.jbankfin.2018.07.012
收录情况：SSCI、CPCI-S、CPCI-SSH -
Multiperiod portfolio optimization with multiple risky assets and general transaction costs
JOURNAL OF BANKING & FINANCE,0378-4266,2016-08.
Mei, Xiaoling; DeMiguel, Victor; Nogales, Francisco J.
WOS:000378968300008 10.1016/j.jbankfin.2016.04.002
收录情况：SSCI