Huamao Wang

University of Kent - Kent Business School

Sibson Building

Canterbury, Kent CT2 7FS

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

1,001

SSRN CITATIONS
Rank 35,602

SSRN RANKINGS

Top 35,602

in Total Papers Citations

21

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

Norwegian School of Economics (NHH), Department of Finance Working Paper No. 2014-1
Number of pages: 38 Posted: 31 Oct 2013 Last Revised: 13 Jan 2014
University of Leeds - School of Mathematics, University of Copenhagen - Department of Statistics and Operations Research, University of Manchester - Department of Economics and University of Kent - Kent Business School
Downloads 305 (138,493)
Citation 3

Abstract:

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Portfolio choice, State-dependent drift, Transaction costs, Numerical methods, Dynamic programming

2.

Machine Learning Solutions to Challenges in Finance: An Application to the Pricing of Financial Products

Number of pages: 39 Posted: 07 Sep 2019 Last Revised: 15 Dec 2019
Lirong Gan, Huamao Wang and Zhaojun Yang
Southern University of Science and Technology - Department of Finance, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 266 (159,295)

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Machine learning; Finance applications; Asian options; Model-free asset pricing; Financial technology.

3.

Investment and Financing for SMEs with a Partial Guarantee and Jump Risk

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 24 Posted: 08 Feb 2015
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 123 (310,838)
Citation 6

Abstract:

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Guarantee level, Investment and financing, Real options, Double exponential jump-diffusion process

4.

Learning, Pricing, Timing and Hedging of the Option to Invest for Perpetual Cash Flows with Idiosyncratic Risk

Number of pages: 39 Posted: 24 Sep 2013 Last Revised: 23 Jan 2014
Dandan Song, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 112 (332,158)
Citation 2

Abstract:

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Partial information, Hedging, Real options, Precautionary savings, Information value, Non-linear PDEs

5.

Learning, timing and pricing of the option to invest with loan guarantees

Number of pages: 48 Posted: 07 Sep 2019 Last Revised: 06 Feb 2022
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 102 (353,833)
Citation 2

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Real options, Alternative CDS, Asymmetric information, Bayesian learning, Signaling game.

6.

Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk

European Journal of Operational Research, Volume 241, Issue 3, 2015, Pages 863-871, ISSN 0377-2217, Doi.org/10.1016/j.ejor.2014.09.013.
Number of pages: 29 Posted: 20 May 2014 Last Revised: 02 May 2019
Huamao Wang, Zhaojun Yang and Hai Zhang
University of Kent - Kent Business School, Southern University of Science and Technology - Department of Finance and Strathclyde Business School
Downloads 93 (375,305)
Citation 9

Abstract:

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Borrowing Constraints, Equity-for-Guarantee Swap, Capital Structure, Cash-out Option