81 lines
3.8 KiB
HTML
81 lines
3.8 KiB
HTML
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<title>Chen Yang</title>
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<div class="navbar">
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<a href="#home">Home</a>
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<a href="#teaching">Teaching</a>
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<a href="#research">Research</a>
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<div class="main" id="home">
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<h1>Yang, Chen</h1>
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Assistant Professor <br>
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Department of Systems Engineering and Engineering Management <br>
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Faculty of Engineering <br>
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The Chinese University of Hong Kong <br>
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<h3>Postal Address</h3>
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Room 511A, William M.W. Mong Engineering Building <br>
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The Chinese University of Hong Kong <br>
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Shatin, N.T., Hong Kong
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<h3>Contact Details</h3>
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Email: cyang at se.cuhk.edu.hk <br>
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Phone: +852 3943-8322 <br>
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<h3 id="teaching">Teaching <a href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
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<ul style="list-style-type:none">
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<li><b>SEEM3590</b> Investment Science, Fall 2019</li>
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<li><b>SEEM3580</b> Risk Analysis for Financial Engineering, Spring 2020</li>
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</ul>
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<h3>Publications</h3>
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<ol reversed>
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<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>
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submitted, 2018.</li>
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<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>
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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>
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<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>
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submitted, 2019.</li>
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<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>
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submitted, 2017.</li>
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<li><b>Hedge Fund Leverage with Stochastic Market Conditions</b> (with Li Zhao, Wenli Huang and Shenghong Li).<br>
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<i>International Review of Economics & Finance</i> 59:258-273, 2018. [<a href=https://www.sciencedirect.com/science/article/pii/S1059056018300558, target="_blank">Article</a>]</li>
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<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>
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<i>The Review of Financial Studies</i> 28.9:2687-2721, 2015. [<a href=https://academic.oup.com/rfs/article/28/9/2687/1581078, target="_blank">Article</a>]</li>
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</ol>
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<h3 id="links">Links</h3>
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<a href="http://www.se.cuhk.edu.hk" target="_blank">SEEM@CUHK</a> <a href="http://www.hongkong-fintech.hk/en/home.html" target="_blank">FinTechHK</a>
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<hr>
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<div align="right"><font size="-1">Last update 2019-08-22</font></div>
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