Yingjie Yu

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL Champaign 61820

United States

  • University of Illinois at Urbana-Champaign

SCHOLARLY PAPERS

2

DOWNLOADS

627

TOTAL CITATIONS

4

Scholarly Papers (2)

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1.

Styled Algorithmic Trading and the MV-MVP Style

Number of pages: 18 Posted: 09 Oct 2014
Jackie Shen and Yingjie Yu
Financial Services, New York and University of Illinois at Urbana-Champaign
Downloads 480 (129,249)
Citation 3

Abstract:

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Dynamic programming, style, moneyness, aggressive, passive, participation, parametric, stochastic, gradient descent, binomial trees

2.

The Private and Social Value of Capital Structure Commitment

Number of pages: 63 Posted: 29 Dec 2018 Last Revised: 25 Jun 2019
Timothy C. Johnson, Ping Liu and Yingjie Yu
University of Illinois at Urbana-Champaign, Krannert School of Management, Purdue University and University of Illinois at Urbana-Champaign
Downloads 147 (429,888)
Citation 1

Abstract:

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capital structure, covenant valuation, general equilibrium, social cost of contracting frictions