Yingshan Chen

National University of Singapore (NUS) - Department of Mathematics

10 Kent Ridge Crescent

Singapore, 119260

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

167

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Superhedging Under Ratio Constraint

Number of pages: 20 Posted: 31 Dec 2014
Yingshan Chen, Min Dai, Jing Xu and Mingyu Xu
National University of Singapore (NUS) - Department of Mathematics, The Hong Kong Polytechnic University, National University of Singapore (NUS) - Department of Mathematics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 98 (372,643)

Abstract:

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superhedging, ratio constraint, dominating claim, counterexample

2.

Optimal Consumption and Investment with Cointegrated Stock and Housing Markets

Number of pages: 47 Posted: 02 Dec 2020
Yingshan Chen, Min Dai, Shan Huang and Hong Liu
National University of Singapore (NUS) - Department of Mathematics, The Hong Kong Polytechnic University, Georgia Institute of Technology and Washington University in St. Louis - Olin Business School
Downloads 69 (457,280)

Abstract:

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Nonparticipation, cointegration, housing, stock investment