1. 当然，导师研究领域最好，，，因为你申请的如果是商学院的话，，，不少方向是没有，，，比如申请的像会计之类的话，，，这边我去过会计系，除了研究行为学之类的基本不要，，，但是搞行为学的有几个？所以别的也要了。。。。因为录取会考虑你之后录取之后能否呆的下去。。。。

2.导师都是各自领域专家，，，，想想发论文咋发的就知道了。。。。

我靠，这跨国网络延迟。。。。

We use least-square Monte Carlo method to allocate assets via dynamic programming. We've finished two papers on the following topic and are planning to publish one on some theoretical research on the method.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2696968

We propose a dynamic portfolio optimisation strategy that takes liquidity cost into account. Our liquidity cost model is built upon the so-called Marginal Supply-Demand Curve which describes the asset price as a function of the trading volume. We extend the least-squares Monte Carlo algorithm to a stochastic control problem with switching costs and endogenous state variables. This approach is simulation-based, with great flexibility in the choice of investor objective, asset dynamics, portfolio constraints, intermediate consumption and incorporation of different sources of costs, making it easy to implement in practice. We study a portfolio investing in four major sectors in the U.S. market. We benchmark our dynamic strategy against several alternative portfolio strategies in terms of the out-of-sample distribution of terminal wealth and the real market performance. Overall, our dynamic strategy outperforms other standard asset allocation strategies.