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

Added working paper status.

Browse Source
This commit is contained in:
Chen Yang
2021-12-05 18:14:14 +08:00
parent 95c5cb878d
commit 75e70f811b
1 changed files with 4 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
index.html
View File

@@ -65,7 +65,10 @@ Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learn
<h3>Publications</h3>
<ul style="list-style-type:square">
<li><b>Optimal Investment under Block-Shaped Order Books</b> (with <a href="https://www1.se.cuhk.edu.hk/~nchenweb/index.htm" target="_blank">Nan Chen</a>, <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Qiheng Ding).</li><br>
<li><b>Optimal Investment under Block-Shaped Order Books</b> (with <a href="https://www1.se.cuhk.edu.hk/~nchenweb/index.htm" target="_blank">Nan Chen</a>, <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Qiheng Ding).<br>
working paper.
</li><br>
<li><b>An Equilibrium Model for the Cross-Section of Liquidity Premia</b> (with <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a href="https://www.researchgate.net/profile/Xiaofei_Shi2/" target="_blank">Xiaofei Shi</a>).<br>
submitted. [<a href="" onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a href="https://arxiv.org/abs/2011.13625" target="_blank">arXiv</a>]<br>
<div style="display:none" id="abs_LiqPre">