个人简况

Research Area

Publication

Working paper

个人简况

杨金强，2011年6月博士毕业于湖南大学 ，师从湖南大学金融学博导杨招军教授，现任上海财经大学金融学院金融学助理教授（常任轨教师）。

Research Area

Corporate finance, Macroeconomics, Asset pricing

Publication

[1]“Consumption utility-based pricing and timing of the option to invest with partial information,” Jinqiang Yang and Zhaojun Yang. Computational Economics, 2011, Forthcoming (SSCI)

[2]“The pricing and timing of the option to invest for cash flows with partial information,” Jinqiang Yang, Zhaojun Yang and Dandan Song. African Journal of Business Management, 2011, 21(5): 8432-8445 (SSCI)

[3]“Dynamic hedging under liquidity risk,” Jinqiang Yang and Zhaojun Yang. The 3rd conference on Risk Management & Global e-Business, 2009, 1: 356-362（ISTP）

[4]“Bayesian estimation of geometric mean-reversion,” Jinqiang Yang and Zhaojun Yang. International Symposium on Financial Engineering and Risk Management, 2008, 113-117 (ISTP)

[5]“部分信息下实物期权的定价和风险对冲,” 杨金强, 杨招军. 中国管理科学, 2011, 19(4): 9-16（CSSCI）

[6]“最优消费投资与破产保护,” 杨金强, 杨招军. 系统工程理论与实践, 2011, Forthcoming (EI)

[7] “推动信息化与工业化深度融合,” 杨金强. 经济日报（理论周刊）, 2011-02-22

[8] “企业家的最优投资消费与定价,” 杨金强, 杨招军. 经济经纬, 2011, (3), 3: 92-96

[9] “几何均值回复模型的估计及应用,” 杨金强, 杨招军, 石峰. 湖南大学学报（自然科学版）, 2010, 37(6): 83-87（EI源刊）

[10]“最大化生存概率的投资策略,” 罗琰, 杨招军, 杨金强. 中国管理科学, 2009, 17(4): 46-52（CSSCI）

[11]“基于最小化生命期破产概率的最优投资策略,” 罗琰, 杨招军, 杨金强. 湖南大学学报（自然科学版）, 2009, 36 (8): 84-87.（EI源刊）

Working paper

[1]“Dynamics of entrepreneurship under incomplete markets,” Chong Wang, Neng Wang, and Jinqiang Yang. 2011,WFA

[2] “The economics of hedge funds: Alpha, fees, leverage, and valuation,” Yingcong Lan, Neng Wang, and Jinqiang Yang. 2010, Working paper

[3]“Stochastic interest rates and the q theory of investment,” Neng Wang and Jinqiang Yang. 2011,Working paper

[4]“Investor protection, non-diversifiable risk, and the q theory of Investment,” Yingcong Lan, Neng Wang and Jinqiang Yang. 2011, Working paper

[5]“Arbitrage-free interval and dynamic hedging in an illiquid market,” Zhaojun Yang and Jinqiang Yang. 2009, Working paper

[6]“Real option with uncertain expected return,” Jinqiang Yang and Zhaojun Yang, 2010, Working paper

[7]“非完全市场下基于CARA效用函数的企业投资与融资策略,” 杨金强, 杨招军, 2011, Working paper

[8]“实物期权与最优生存策略,” 杨金强, 杨招军, 2011, Working paper