Ao, Mengmeng

Assistant Professor

Ph.D. in Statistics, Hong Kong University of Science and Technology

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Office:B313 (B)


Biography Research Papers Research Projects

Working experience
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE) and Department of Finance, School of Economics, Xiamen University, September 2016-

Ph.D. in Business Statistics, Hong Kong University of Science and Technology, 2016
BSc, Computational Mathematics, Dalian University of Technology, 2011

Research interests
Portfolio Selection, Financial Econometrics, High-dimensional Statistics

  • Ao, Mengmeng and Li, Yingying and Zheng, Xinghua, "Approaching Mean-Variance Efficiency for Large Portfolios",The Review of Financial Studies, to appear. Available at