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Chen Yang
2019-06-18 17:31:44 +02:00
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@@ -27,22 +27,22 @@ Room: HG GO 47.2 <br>
<h4>Working Papers</h4>
<ol reversed>
<li><b>Designing Stable Coins</b> (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li).<br>
<li><b>Designing Stable Coins</b> (with <a href="https://www.linkedin.com/in/yizhoucao/" target="_blank">Yizhou Cao</a>, <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a>, <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a href="https://www.linkedin.com/in/lewei-li/" target="_blank">Lewei Li</a>).<br>
working paper, 2018.</li>
<li><b>Inventory Management for High-Frequency Trading with Imperfect Competition</b> (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang).<br>
<li><b>Inventory Management for High-Frequency Trading with Imperfect Competition</b> (with <a href="http://www-personal.umich.edu/~sherrma/" target="blank">Sebastian Herrmann</a>, <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="blank">Johannes Muhle-Karbe</a> and <a href="https://www.linkedin.com/in/dapeng-shang-654316105/<Paste>" target="blank">Dapeng Shang</a>).<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><b>Rebalancing of Leveraged ETFs under Market Frictions</b> (with Min Dai, Steven Kou and H. Mete Soner).<br>
<li><b>Rebalancing of Leveraged ETFs under Market Frictions</b> (with <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a>, <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a href="https://people.math.ethz.ch/~hmsoner/" target="blank">H. Mete Soner</a>).<br>
submitted, 2019.</li>
<li><b>Stochastic Representation for Nonlocal Problems</b> (with Min Dai and Steven Kou).<br>
<li><b>Stochastic Representation for Nonlocal Problems</b> (with <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a> and <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a>).<br>
submitted, 2017.</li>
</ol>
<h4>Publications</h4>
<ol reversed>
<li><b>Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax</b> (with Min Dai, Hong Liu and Yifei Zhong).<br>
<li><b>Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax</b> (with <a href="http://www.math.nus.edu.sg/~matdm/" target="_blank">Min Dai</a>, <a href="http://apps.olin.wustl.edu/faculty/liuh/" target="blank">Hong Liu</a> and <a href="https://www.linkedin.com/in/yifei-zhong-12858524/" target="_blank">Yifei Zhong</a>).<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>