Chen Yang

Postal address

More information

Working Papers

1. Yizhou Cao, Min Dai, Steven Kou, Lewei Li and Chen Yang. “Designing Stable Coins.” (2018).
2. Sebastian Herrmann, Johannes Muhle-Karbe, Dapeng Shang and Chen Yang. “Inventory Management for High-Frequency Trading with Imperfect Competition.” (2018).
3. Min Dai, Steven Kou, H. Mete Soner and Chen Yang. “Rebalancing of Leveraged ETFs under Market Frictions.” (2018).
4. Min Dai, Steven Kou and Chen Yang. "Stochastic Representation for Nonlocal Problems." (2017).

Publications

1. Min Dai, Hong Liu, Chen Yang and Yifei Zhong. “Optimal Tax-timing with symmetric Long-term/short-term Capital Gains Tax.” The Review of Financial Studies 28.9 (2017):2687-2721.