- Efficient Portfolio Estimation in Large Risky Asset Universes, Leheng Chen, Yingying Li, Xinghua Zheng
- Cross-Sectional Learning and Inference for the Stochastic Discount Factor, Zhanhui Chen, Yi Ding, Yingying Li, Xinghua Zheng
- Uncovering Stock Risk Linkages via Mixed Membership Co-jump Networks, Yingying Li, Guoli Liu, Changlei Lyu and Xinghua Zheng
- Incorporating Return Prediction in High-Dimensional Mean-Variance Portfolio Optimization, Ruizhao Huang, Yingying Li, Xinghua Zheng
- Robust Large Portfolio Optimization with Heteroscedastic and Heavy-Tailed Returns, Mengmeng Ao, Leheng Chen, Yingying Li, Xinghua Zheng