Huamao Wang

University of Nottingham

University Park

Nottingham, NG7 2RD

United Kingdom

Nottingham University Business School

  • University of Nottingham

  • Nottingham University Business School

SCHOLARLY PAPERS

7

DOWNLOADS

1,656

TOTAL CITATIONS

28

Scholarly Papers (7)

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1.

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 Nottingham and Southern University of Science and Technology - Department of Finance
Downloads 510 (120,051)
Citation 7

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

2.

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
Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé and Huamao Wang
University of Leeds, University of Copenhagen - Department of Statistics and Operations Research, The University of Manchester - Department of Economics and University of Nottingham
Downloads 355 (182,570)

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

3.

Loan guarantees and SMEs' investments under asymmetric information and Bayesian learning ✩

Number of pages: 49 Posted: 07 Sep 2019 Last Revised: 24 Jun 2024
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Nottingham and Southern University of Science and Technology - Department of Finance
Downloads 272 (242,565)
Citation 3

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Asymmetric information, loan guarantees, real investment, Bayesian learning, signaling game

4.

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 Nottingham and Southern University of Science and Technology - Department of Finance
Downloads 161 (397,593)
Citation 6

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

5.

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 Nottingham and Southern University of Science and Technology - Department of Finance
Downloads 140 (446,172)
Citation 2

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

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 Nottingham, Southern University of Science and Technology - Department of Finance and Strathclyde Business School
Downloads 130 (473,587)
Citation 10

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

7.

Determinants of SMEs’ Default on Covid and Non-Covid Loans: Evidence from the UK

Number of pages: 37 Posted: 15 Dec 2023
Ahmed Barakat, Meryem Duygun, Maurizio Fiaschetti, Eddie Gerba, Tian Han, Enrico Onali, Afshin Sabri, Mike Tsionas and Huamao Wang
Nottingham University Business School, Nottingham University Business School, UCL Institute of Finance and Technology, Bank of England, University of Bristol Business School, University of Bristol, Lloyds Banking Group, Lancaster University and University of Nottingham
Downloads 88 (626,102)

Abstract:

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Covid-19 Pandemic; Government-backed Loan Schemes; Information Asymmetry; Loan Default; SMEs; Top Management Team (TMT)