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Zehao Chen

2 papers hereh-index 3110 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • econ.GN1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

most citedMean--variance portfolio optimization when means and covariances are unknown

56 citations · 56 across the 2 of their papers we have counts for

collaborators

2 papers

econ.GN2021

Reputation dependent pricing strategy: analysis based on a Chinese C2C marketplace

Zehao Chen, Yanchen Zhu, Tianyang Shen +1

Most online markets establish reputation systems to assist building trust between sellers and buyers. Sellers' reputations not only provide guidelines for buyers but may also infor…

stat.AP2011★ 56 cited

Mean--variance portfolio optimization when means and covariances are unknown

Tze Leung Lai, Haipeng Xing, Zehao Chen

Markowitz's celebrated mean--variance portfolio optimization theory assumes that the means and covariances of the underlying asset returns are known. In practice, they are unknown…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.