51 lines
1.8 KiB
HTML
51 lines
1.8 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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<title>Chen Yang</title>
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<body bgcolor="#FFFFFF">
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<hr><a href="https://www.ethz.ch"><img src="eth.png" alt="ETH Home" align="left" border="0"></a><a href="https://www.math.ethz.ch"><img src="dmath.png" alt="D-MATH Home" align="right" border="0"></a><br clear="all"><hr>
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<h1>Chen Yang</h1>
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<h4>Postal address</h4>
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Chen Yang <br>
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Group 3 <br>
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Department of Mathematics <br>
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HG GO 47.2 <br>
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Rämistrasse 101 <br>
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8092 Zürich <br>
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Switzerland
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<h4>More information</h4>
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Email: <a href="mailto:chen.yang@math.ethz.ch">chen.yang@math.ethz.ch</a> <br>
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Phone: +41 44 633 9356 <br>
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Room: HG GO 47.2 <br>
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<h4>Working Papers</h4>
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<ol reversed>
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<li>Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li). working paper, 2018.</li>
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<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>
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<li>Rebalancing of Leveraged ETFs under Market Frictions (with Min Dai, Steven Kou, H. Mete Soner). submitted, 2019.</li>
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<li>Stochastic Representation for Nonlocal Problems (with Min Dai and Steven Kou). submitted, 2017.</li>
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</ol>
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<h4>Publications</h4>
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<ol reversed>
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<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>
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</ol>
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<div align="right"><font size="-1">Last update 2019-05-31</font></div>
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