Chenxu Li

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6002-2610

Publications

• Dynamic Portfolio Allocation Under Market Incompleteness and Wealth Effects — Operations Research 2026
• Tail-Driven Nonparametric Estimation for State Price Densities — Management Science 2026
• Implied Stochastic Volatility Models — The Review of Financial Studies 2021
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions — The Annals of Statistics 2013