Huamao Wang

University of Kent - Kent Business School

Sibson Building

Canterbury, Kent CT2 7FS

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

733

SSRN CITATIONS
Rank 38,936

SSRN RANKINGS

Top 38,936

in Total Papers Citations

14

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 265 (119,667)
Citation 2

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 125 (234,653)

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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 114 (251,100)
Citation 2

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 103 (269,597)
Citation 2

Abstract:

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

5.

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 90 (294,383)
Citation 7

Abstract:

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

6.

The Learning, Timing, and Pricing of the Option to Invest With Guaranteed Debt and Asymmetric Information

Number of pages: 42 Posted: 07 Sep 2019 Last Revised: 29 Sep 2019
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 36 (457,032)
Citation 2

Abstract:

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Real options, Secured debt, Asymmetric information, Bayesian learning, Signaling game