Publication
[1]“Dynamic investment, capital structure, and debt overhang,”Suresh Sundaresan, Neng Wang and Jinqiang Yang, Review of Corporate Finance Studies, 2015,4,1-42, Editor's Choice (lead article)
[2]“Valuing private equity,” Morten Sorensen, Neng Wang and Jinqiang Yang, Review of Financial Studies,2014,27(7), 1977-2021
[3]“The economics of hedge funds,” Yingcong Lan, Neng Wang and Jinqiang Yang, Journal of Financial Economics, 2013, 110(2), 300-323
[4]“A unified model of entrepreneurship dynamics," Chong Wang, Neng Wang and Jinqiang Yang, Journal of Financial Economics, 2012, 106(1),1-23 (lead article)
[5]"Optimal Investment of Private Equity,"Yang Liu and Jinqiang Yang, Finance Research Letters,2015,14,76–86
[6]“Optimal contract theory with time-inconsistent preferences," Hong li, Congming Mu, Jinqiang Yang, Economic Modelling, 2015, 52, 519–530
[7]“Arbitrage-free interval and dynamic hedging in an illiquid market,” Jinqiang Yang and Zhaojun Yang, Quantitative Finance, 2013, 13(7), 1029-1039
[8]“High-water marks and hedge fund management contracts with partial information,” Dandan Song, Jinqiang Yang and Zhaojun Yang, Computational Economics,2013, 42(3),327-350
[9]“Consumption utility-based pricing and timing of the option to invest with partial information,” Jinqiang Yang and Zhaojun Yang, Computational Economics, 2012, 39(2): 195-217
[10]"股票流动性能够解释收益反转之谜吗,"李宏,王刚,杨金强,路磊,管理科学学报,已录用。
[11]“中国银行业净息差与非利息收入的关系研究,” 刘莉亚, 李明辉, 孙莎, 杨金强. 经济研究,2014, 7: 110-124
[12]“最优消费投资与破产保护,” 杨金强, 杨招军. 系统工程理论与实践, 2013, 33(4): 853-860
[13]“资本管制能够影响国际资本流动吗?” 刘莉亚, 程天笑, 关益众, 杨金强. 经济研究, 2013,5: 33-46
[14]“排污约束下企业的投资与定价,” 范定祥,廖进中,杨金强. 系统工程理论与实践, 2012, 32(4): 860-866
[15]“部分信息下实物期权的定价和风险对冲,” 杨金强, 杨招军. 中国管理科学, 2011, 19(4): 9-16
[16]“最大化生存概率的投资策略,” 罗琰, 杨招军, 杨金强. 中国管理科学, 2009, 17(4): 46-52
Working papers
[1]“A Theory of Liquidity and Risk Management Based on the Inalienability of Risky Human Capital,” Patrick Bolton, Neng Wang and Jinqiang Yang, 2015, AFA
[2]“Investment under uncertainty and the value of real and financial flexibility,” Patrick Bolton, Neng Wang and Jinqiang Yang, 2014,AFA
[3]“Optimal consumption and savings with stochastic labor income,” Wang Chong, Neng Wang and Jinqiang Yang, 2012, working paper
[4]“Investment, Tobin's q, and interest rates,” Wang Chong, Neng Wang and Jinqiang Yang, 2012, working paper
[5]“Investor protection, diversification, investment, and Tobin's q,” Yingcong Lan, Neng Wang and Jinqiang Yang, 2012, working paper
|
2011年,全美华人金融协会(TCFA)最佳论文奖
|


雷达卡




京公网安备 11010802022788号







