Master Theses Supervised

Ongoing

Tsz-ho Yim, ``A data-driven bandwidth selector for estimating conditional density function'', Chinese University of Hong Kong, June 2003.
Wing-Man Chan, ``Estimation of value at risk using parametric regression techniques'', Chinese University of Hong Kong, June 2003.
Wentao Yan, ``Model-guided Nonparametric Option Pricing'', Princeton University, May 2009.
Boyang Song, "Topics in Equity and Energy Risks'', Princeton University, June 2014.
Byron Vickors, "Robust inference of risks of large portfolios'', Princeton University, January 2017.
Lirong Xue, "Robust Analysis of Financial Big Data: Prediction of Asset Returns and Inference in Risk of Large Portfolios'', Princeton University, May 2017.