PhD Title
Specification, Selection, Estimation and Classification of semi-parametric Regressions
Research Interests
Fields: Financial Econometrics, Asset Pricing, Portfolio Management, Machine Learning
Recent Publications
Job Market Papers
Two papers based on the topic: "A Semiparametric Characteristics-based Factor Model"Cambridge Working Papers in Economics
Connor, G., Li, S., Linton, O. A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection, (2020) CWPE20103Li, S. and Linton, O. When will the Covid-19 pandemic peak?, (2020) CWPE2025
Ge, S., Li, S. and Linton, O. A Dynamic Network of Arbitrage Characteristics, (2020) CWPE2060
Teaching
F300 Corporate Finance
Supervisory Team
Supervisor
Professor Oliver Linton
Advisor
Dr Debopam Bhattacharya
