
Ao, Mengmeng
Assistant Professor
Ph.D. in Statistics, Hong Kong University of Science and Technology
Phone:
Email:mengmengao@xmu.edu.cn, aomengmeng1@gmail.com
Office:B313 (B)
Office Hours:16:30-17:30, Tue & Fri
Homepage:https://sites.google.com/site/mengmengao/
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-
Education
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 doi.org/10.1093/rfs/hhy105