Xindan Li
- Sparse Portfolio Selection via Quasi-Norm Regularization
2013/12/22 by Caihua Chen, Chen, Caihua, Xindan Li +7 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · Mathematics · #90B50 #90C05 #91G10 #Advanced Bandit Algorithms Research #Applied mathematics #Artificial intelligence #Combinatorics #Computer science #Economics #FOS: Economics and business #FOS: Mathematics #Interior point method #Karush–Kuhn–Tucker conditions #Mathematical optimization #Mathematics #Norm (philosophy) #Optimization and Control (math.OC) #Portfolio #Portfolio Management (q-fin.PM) #Regularization (linguistics) #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques #math.OC #msc:90B50 #msc:90C05 #msc:91G10 #q-fin.PM
- Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market
2018/02/09 by Xindan Li, Avanidhar Subrahmanyam, Xuewei Yang · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Corporate Finance and Governance #Financial Markets and Investment Strategies #Housing Market and Economics