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Mei, Xiaoling

Assistant Professor


Email:meilingluck@gmail.com ; luciamay@xmu.edu.cn


Research Fields:

Biography Research Papers Research Projects

Research Interests
Quantitative Finance, Portfolio Optimization, Statistics, Dynamic Programming

Ph.D. in Mathematical Engineering, Universida Carlos III de Madrid, 2016;
M.S. in mathematical Engineering, Universidad Carlos III de Madrid, 2011;
B.S. in Applied Mathematics, Beijing Normal University, 2009

1. Multiperiod portfolio optimization with multiple risky assets and general transaction costs (with Victor DeMiguel and Javier Nogales), Journal of Banking & Finance, 2016

2. Portfolio selection with proportional transaction costs and predictability (with Javier Nogales), Journal of Banking & Finance, 2018