Concepedia

Yi Ding

YD

1

Publications

71

Citations

1

H-Index

2020

Active since

Affiliations

Hong Kong University of Science and Technology(Current)

Yi Ding is an author at Hong Kong University of Science and Technology specializing in portfolio optimization, statistics, and portfolio selection.

Top concepts

FinanceManagementStatisticsPortfolio SelectionPortfolio ManagementStatistical InferencePortfolio Optimization

Publications per year

2020–2020

1

Publications

1

High dimensional minimum variance portfolio estimation under statistical factor models

Yi Ding, Yingying Li, Xinghua Zheng · Journal of Econometrics · 2020 · 71 citations

Portfolio Optimization, High-dimensional Method, Portfolio Selection +8

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