Xiaoling Mei

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability
Journal of Business and Economic Statistics
2025-08-25Paper
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Quantitative Finance
2023-11-07Paper
Variable selection in heterogeneous panel data models with cross‐sectional dependence
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics
2023-10-20Paper
Precision matrix estimation under data contamination with an application to minimum variance portfolio selection
Communications in Statistics. Simulation and Computation
2022-06-21Paper
Expected hitting times for random walks on the diamond hierarchical graphs involving some classical parameters
Linear and Multilinear Algebra
2021-09-13Paper
Decision-making method based on projection and grey correlation in the intuitionistic fuzzy environment2016-08-10Paper


Research outcomes over time


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