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Estimation of varying coefficient models with in time trend and integrated regressors

Li, Kunpeng; Li, Weiming - In: Economics letters 119 (2013) 1, pp. 89-93

Persistent link: https://www.econbiz.de/10009727022

Estimation of dynamic discrete models from time aggregated data

Hong, Han; Li, Weiming; Wang, Boyu - In: Journal of econometrics 188 (2015) 2, pp. 435-446

Persistent link: https://www.econbiz.de/10011503225

Modeling multivariate volatilities via latent common factors

Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 564-573

Persistent link: https://www.econbiz.de/10011692411

A systematic evaluation of the state of water security in China and a list of problems

Gu, Shuzhong; Li, Weiming; Jia, Shaofeng - In: China development review 20 (2018) 2, pp. 53-64

Persistent link: https://www.econbiz.de/10011941682

Contract farming led by a seed enterprise and incentives to produce high quality : which contract design performs best?

Xie, Zuomiao; Yuan, Shiqi; Zhu, Jinjing; Li, Weiming - In: Agribusiness : an international journal 39 (2023) 4, pp. 1173-1198

Persistent link: https://www.econbiz.de/10014432361

On the Markowitz meanvariance analysis of self-financing portfolios

Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Risk and decision analysis 1 (2009) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10003935634

Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory

Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-667

Persistent link: https://www.econbiz.de/10003937548

Spectrally-corrected estimation for high-dimensional Markowitz mean-variance optimization

Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing Keung - 2016

This paper considers the portfolio problem for high dimensional data when the dimension and size are both large.We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral distribution of the sample covariance is the main factor to...

Persistent link: https://www.econbiz.de/10011456708

Spectral theory of large dimensional random matrices and its applications to wireless communications and finance : random matrix theory and its applications

Bai, Zhidong; Fang, Zhaoben; Liang, Ying-Chang - 2014

Persistent link: https://www.econbiz.de/10010482560

Prospect performance evaluation : making a case for a non-asymptotic UMPU test

Bai, Zhidong; Hui, Yongchang; Wong, Wing Keung; … - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 703-732

Persistent link: https://www.econbiz.de/10009671870