| Multiperiod portfolio optimization with multiple risky assets and general transaction costs X Mei, V DeMiguel, FJ Nogales Journal of Banking & Finance 69, 108-120, 2016 | 85 | 2016 |
| Portfolio selection with proportional transaction costs and predictability X Mei, FJ Nogales Journal of Banking & Finance 94, 131-151, 2018 | 35 | 2018 |
| Multiperiod portfolio optimization with many risky assets and general transaction costs V DeMiguel, X Mei, FJ Nogales Available at SSRN 2295345, 2014 | 9 | 2014 |
| Precision matrix estimation under data contamination with an application to minimum variance portfolio selection V Avagyan, X Mei Communications in Statistics-Simulation and Computation 51 (4), 1381-1400, 2022 | 7 | 2022 |
| Mean-variance portfolio selection with estimation risk and transaction costs X Mei, H Zhu, C Chen Applied Economics 55 (13), 1436-1453, 2023 | 4 | 2023 |
| Multiperiod portfolio optimization with general transaction costs V DeMiguel, X Mei, FJ Nogales Available at SSRN, 2013 | 2 | 2013 |
| Bayesian nonparametric portfolio selection with rolling maximum drawdown control X Mei, Y Wang, W Zhu Quantitative Finance, 1-14, 2023 | 1 | 2023 |
| Multiperiod portfolio selection with transaction and market-impact costs V DeMiguel, X Mei, FJ Nogales Working Paper, May, 2013 | 1 | 2013 |
| Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability W He, X Mei, W Zhong, H Zhu Journal of Business & Economic Statistics, 1-14, 2024 | | 2024 |
| Variable selection in heterogeneous panel data models with cross‐sectional dependence X Mei, B Peng, H Zhu Australian & New Zealand Journal of Statistics 65 (1), 14-34, 2023 | | 2023 |
| Dynamic portfolio selection with transaction costs and estimation error X Mei Universidad Carlos III de Madrid, 2016 | | 2016 |