Yingying Li

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

ORCID: 0000-0003-2580-1974

Hong Kong University of Science and Technology

Publications

• How to Dominate the Historical Average — The Review of Financial Studies 2025
• Statistical Learning for Individualized Asset Allocation — Journal of the American Statistical Association 2024
• Approaching Mean-Variance Efficiency for Large Portfolios — The Review of Financial Studies 2019
• Statistical Properties of Microstructure Noise — Econometrica 2017
• Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection — Journal of the American Statistical Association 2012