Research output per year
Research output per year
Supervised Work
- 9 results
Search results
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Integrating Sell-Side Analyst Factors into Asset Pricing Models
TAN, K. (Author), LI, Y. (Supervisor), 2026Student thesis: Doctoral thesis
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Two Essays in Asset Pricing and FinTech: Out-of-Sample Equity Premium Predictability and Stock Co-jump Networks with Mixed Membership
LYU, C. (Author), LI, Y. (Supervisor) & YU, J. (Supervisor), 2025Student thesis: Doctoral thesis
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The Stock Market Reaction to Climate Policy Announcements
ZHANG, Y. (Author), LI, Y. (Supervisor) & Li, S. (Supervisor), 2025Student thesis: Doctoral thesis
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Essays on Large Mean-Variance Efficient Portfolio Estimation
CHEN, L. (Author), LI, Y. (Supervisor) & ZHENG, X. (Supervisor), 2025Student thesis: Doctoral thesis
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Incorporating return prediction in mean-variance portfolio
HUANG, R. (Author), ZHENG, X. (Supervisor) & LI, Y. (Supervisor), 2024Student thesis: Master's thesis
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Two essays on the application of NLP in financial analysis : firm risk similarity, mutual fund counter-cyclical expectations
YUAN, J. (Author), LI, Y. (Supervisor) & GAO, Z. (Supervisor), 2024Student thesis: Doctoral thesis
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Statistical machine learning techniques : NP classification investigation and China's KOL study
HUI, C. (Author), XIA, L. (Supervisor) & LI, Y. (Supervisor), 2023Student thesis: Master's thesis
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Stock co-jump networks
LIU, G. (Author), LI, Y. (Supervisor) & ZHENG, X. (Supervisor), 2023Student thesis: Doctoral thesis
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Estimating high-dimensional mean-variance portfolio of risky assets
CHEN, L. (Author), LI, Y. (Supervisor) & ZHENG, X. (Supervisor), 2022Student thesis: Master's thesis