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Sai-Ping Li · Study

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Sai-Ping Li

6 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-3233-2339

h-index6

i106

Citations313

Works here6

15

17

18

Most cited in this library

Portfolio optimization based on network topology2018 · 73 citations
Dynamic Portfolio Strategy Using Clustering Approach2017 · 72 citations
The lead–lag relationship between stock index and stock index futures: A thermal optimal path method2015 · 49 citations
The lead–lag relationship between the spot and futures markets in China2017 · 49 citations
Profitability of simple technical trading rules of Chinese stock exchange indexes2015 · 43 citations

Works

6 shown

Portfolio optimization based on network topology

Physica A Statistical Mechanics and its Applications·2018·5 authors

73citations

Dynamic lead–lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets

Physica A Statistical Mechanics and its Applications·2018·5 authors

27citations

The lead–lag relationship between the spot and futures markets in China

Quantitative Finance·2017·4 authors

49citations

Dynamic Portfolio Strategy Using Clustering Approach

PLoS ONE·2017·6 authors·Open access

72citations

The lead–lag relationship between stock index and stock index futures: A thermal optimal path method

Physica A Statistical Mechanics and its Applications·2015·4 authors

49citations

Profitability of simple technical trading rules of Chinese stock exchange indexes

Physica A Statistical Mechanics and its Applications·2015·4 authors·Open access

43citations