Recently, the paper “Multiperiod Dynamic Portfolio Choice: When High dimensionality Meets Return Predictability” has been published online in the Journal of Business & Economic Statistics, a top journal of statistics and econometrics. The paper is co-authored by four scholars: Associate Professor Xiaoling Mei affiliated with the Department of Finance at XMU School of Economics, and XMU Wang Yanan Institute for Studies in Economics; Professor Wei Zhong and Associate Professor Huanjun Zhu affiliated with XMU Wang Yanan Institute for Studies in Economics, and the Department of Statistics and Data Science at XMU School of Economics; and Wenfeng He, a Master’s degree graduate in Class of 2022 from the Department of Finance at XMU School of Economics.
