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Faculty of Economics

 

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) CWPE20103
Li, 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


Shaoran Li












PhD Student

Research Group:
Econometrics

CV: Curriculum Vitae

Personal Site:
http://lishaoran.com/
Contact Details
Email: sl736@cam.ac.uk
College: King's College