Li, Sheng

Number of items: 3.
Chapter
  • Li, Sheng, Linton, Oliver (2010). Evaluating hedge fund performance: a stochastic dominance approach. In Guerard, John B. (Ed.), Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques (pp. 551-564). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-0-387-77439-8_20
    • Thesis
  • Li, Sheng (2007). Time-varying liquidity and profitability of hedge funds [Doctoral thesis]. London School of Economics and Political Science.
    • Working paper
  • Li, Sheng, Linton, Oliver (2007). Evaluating hedge fund performance: a stochastic dominance approach. (Financial Markets Group Discussion Papers 591). Financial Markets Group, The London School of Economics and Political Science.