[9] 基于参数不确定性的稳健投资组合优化(杜艺琳，梅小玲^*)，计量经济学报，2026

[8]  Portfolio optimization with estimation errors—A robust linear regression approach (Yilin Du, Wenfeng He, Xiaoling Mei*), Journal of Empirical Finance, 2025

[7] Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability (Wenfeng He, Xiaoling Mei*, Wei Zhong, Huanjun Zhu), Journal of Business & Economic Statistics, 2025

[6] Variable selection in heterogeneous panel data models with cross-sectional dependence (Xiaoling Mei, Bin Peng, Huanjun Zhu*), Australian & New zealand Journal of Statistics, 2023

[5] Bayesian nonparametric portfolio selection with rolling maximum drawdown control (Xiaoling Mei, Yachong Wang, Weixuan Zhu*), Quantitative Finance, 2023

[4] Mean-variance portfolio selection with estimation risk and transaction costs (Xiaoling Mei, Huanjun Zhu *, Chongzhu Chen), Applied Economics, 2023

[3] Precison matrix estimation under data contamination with an application to minimum variance portfolio selection (Vahe Avagyan*, Xiaoling Mei), Communications in statistics - Simulation and Computation, 2022

[2] Portfolio selection with proportional transaction costs and predictability (Xiaoling Mei, Francisco J. Nogales*), Journal of Banking & Finance, 2018

[1] Multiperiod portfolio optimization with multiple risky assets and general transaction costs (Xiaoling Mei, Victor DeMiguel, Francisco J. Nogales*), Journal of Banking & Finance, 2016