梅小玲

助理教授

Universidad Carlos III de MadridPh.D. in Mathetamtical Engineering


电话:0592-2181617

电子邮件: luciamay@xmu.edu.cn

办公室:D317

个人简介 研究成果 研究项目

研究兴趣
Quantitative Finance, Portfolio Optimization, Statistics, Dynamic Programming

教育背景
Ph.D. in Mathematical Engineering, Universida Carlos III de Madrid, 2016;
M.S. in mathematical Engineering, Universidad Carlos III de Madrid, 2011;
B.S. in Applied Mathematics, Beijing Normal University, 2009

 Multiperiod portfolio optimization with multiple risky assets and general transaction costs (with Victor DeMiguel and Javier Nogales), Journal of Banking & Finance, 2016