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Ao, Mengmeng

Assistant Professor

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

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Phone:

Email:mengmengao@xmu.edu.cn, aomengmeng1@gmail.com

Office:B313 (B)

Research Fields:Finance

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