Sai-Ping Li

Portfolio optimization based on network topology

Yan Li, Xiong-Fei Jiang, Yue Tian et al. · Physica A Statistical Mechanics and its Applications · 2018 · 73 citations

Mathematical Programming, Portfolio Optimization, Network Science +6

Dynamic Portfolio Strategy Using Clustering Approach

Fei Ren, Yanan Lu, Sai-Ping Li et al. · PLoS ONE · 2017 · 69 citations · Full text

Upper limit to the lightest Higgs mass in supersymmetric models

Sai-Ping Li, Marc Sher · Physics Letters B · 1984 · 67 citations

Upper Limit, Theoretical High-energy Physic, Electroweak Interaction +2

The lead–lag relationship between the spot and futures markets in China

Donghua Wang, Jing-Qing Tu, Xiaohui Chang et al. · Quantitative Finance · 2017 · 51 citations

Lead–lag Dependence, Engineering, Futures Markets +20

The lead–lag relationship between stock index and stock index futures: A thermal optimal path method

Chenchen Gong, Shen-Dan Ji, Li-Ling Su et al. · Physica A Statistical Mechanics and its Applications · 2015 · 48 citations

Asset Pricing, Stock Index Futures, Market Trend +8