Browsing by Author Yu, Ke
Showing results 1 to 2 of 2
| Publication Date | Article Title | Author(s) |
|---|---|---|
| Jun-2012 | Vast Portfolio Selection With Gross-Exposure Constraints | Fan, Jianqing; Zhang, Jingjin; Yu, Ke |
| Mar-2012 | Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection | Fan, Jianqing; Li, Yingying; Yu, Ke |