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Sicong Li
Title
Cited by
Cited by
Year
Comparing factor models with price-impact costs
S Li, V DeMiguel, A Martin-Utrera
Available at SSRN 3688484, 2020
12*2020
Asset-Pricing Factors with Economic Targets
S Bryzgalova, V DeMiguel, S Li, M Pelger
Available at SSRN 4344837, 2023
62023
Low-Frequency Risk Factors and Their Fundamental Drivers
S Li
Available at SSRN 4589389, 2023
2023
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Articles 1–3