yc4646/code.academic_webpage
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity

Changed papers to two-line format.

Browse Source
This commit is contained in:
Chen Yang
2019-06-08 14:38:44 +02:00
parent 29e19b5f5f
commit 6cea82c828
1 changed files with 10 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
index.html
View File

@@ -27,18 +27,23 @@ Room: HG GO 47.2 <br>
<h4>Working Papers</h4>
<ol reversed>
<li>Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li). working paper, 2018.</li>
<li><b>Designing Stable Coins</b> (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li).<br>
working paper, 2018.</li>
<li>Inventory Management for High-Frequency Trading with Imperfect Competition (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang). submitted, 2019. [<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037">SSRN</a> | <a href="http://arxiv.org/abs/1808.05169">arXiv</a>]</li>
<li><b>Inventory Management for High-Frequency Trading with Imperfect Competition</b> (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang).<br>
submitted, 2019. [<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037">SSRN</a> | <a href="http://arxiv.org/abs/1808.05169">arXiv</a>]</li>
<li>Rebalancing of Leveraged ETFs under Market Frictions (with Min Dai, Steven Kou, H. Mete Soner). submitted, 2019.</li>
<li><b>Rebalancing of Leveraged ETFs under Market Frictions</b> (with Min Dai, Steven Kou and H. Mete Soner).<br>
submitted, 2019.</li>
<li>Stochastic Representation for Nonlocal Problems (with Min Dai and Steven Kou). submitted, 2017.</li>
<li><b>Stochastic Representation for Nonlocal Problems</b> (with Min Dai and Steven Kou).<br>
submitted, 2017.</li>
</ol>
<h4>Publications</h4>
<ol reversed>
<li>Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax (with Min Dai, Hong Liu and Yifei Zhong). <i>The Review of Financial Studies</i> 28.9:2687-2721, 2015. [<a href=https://academic.oup.com/rfs/article/28/9/2687/1581078">Article</a>]</li>
<li><b>Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax</b> (with Min Dai, Hong Liu and Yifei Zhong).<br>
<i>The Review of Financial Studies</i> 28.9:2687-2721, 2015. [<a href=https://academic.oup.com/rfs/article/28/9/2687/1581078">Article</a>]</li>
</ol>