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Chen Yang
-
Chen Yang
-Postal address
-Chen Yang
-Group 3
-Department of Mathematics
-HG GO 47.2
-Rämistrasse 101
-8092 Zürich
-Switzerland
+Assistant Professor
+Department of Systems Engineering and Engineering Management
+Faculty of Engineering
+The Chinese University of Hong Kong
+
+
+Postal address
+Room 511A, William M.W. Mong Engineering Building
+The Chinese University of Hong Kong
+Shatin, N.T., Hong Kong
+
More information
-Email: chen.yang@math.ethz.ch
-Phone: +41 44 633 9356
-Room: HG GO 47.2
+Email: chenyang@cuhk.edu.hk
+Phone: +852 3943-8322
+
+
+Teaching
+
+ - Fall 2019: SEEM3590 Investment Science.
+ - Spring 2020: SEEM3580 Risk Analysis for Financial Engineering.
+
+
Working Papers
- Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li).
- working paper, 2018.
+ submitted, 2018.
- Inventory Management for High-Frequency Trading with Imperfect Competition (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang).
submitted, 2019. [SSRN | arXiv]
@@ -40,6 +49,7 @@ Room: HG GO 47.2
submitted, 2017.
+
Publications
- Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax (with Min Dai, Hong Liu and Yifei Zhong).
@@ -49,7 +59,7 @@ Room: HG GO 47.2
-Last update 2019-05-31
+Last update 2019-08-22