敖萌幪

助理教授

香港科技大学统计学博士


电话:2182063

电子邮件:mengmengao@xmu.edu.cn

办公室:B313 (B)

个人主页:https://sites.google.com/site/mengmengao/

个人简介 研究成果 研究项目

工作经历
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE) and Department of Finance, School of Economics, Xiamen University, September 2016-

教育背景
Ph.D.in Business Statistics, Hong Kong University of Science and Technology, 2016
Bachelor of Science, Computational Mathematics, Dalian University of Technology, 2011

研究兴趣
Investment, High-dimensional Statistics, Asset Pricing

  • Ao, Mengmeng and Li, Yingying and Zheng, Xinghua, Solving the High-Dimensional Markowitz Optimization Problem: When Sparse Regression Meets Random Matrix Theory (December 16, 2016). Available at SSRN: https://ssrn.com/abstract=2699157