Cong Qin

Soochow University

No. 1 Shizi Street, Center for Financial Engineeri

Suzhou, 215006

China

SCHOLARLY PAPERS

6

DOWNLOADS

464

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

From Hotelling to Nakamoto: The Economics of Bitcoin Mining

Number of pages: 41 Posted: 18 Feb 2021
Min Dai, Wei Jiang, Steven Kou and Cong Qin
The Hong Kong Polytechnic University, Hong Kong University of Science and Technology, Boston University and Soochow University
Downloads 215 (197,893)

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Cryptocurrency, bitcoin mining, jump risk, transaction fees, inventory

2.

Asymptotic Analysis of Long-Term Investment with Two Illiquid and Correlated Assets

Number of pages: 33 Posted: 22 Mar 2021 Last Revised: 22 Jun 2022
Xinfu Chen, Min Dai, Wei Jiang and Cong Qin
Independent, The Hong Kong Polytechnic University, Hong Kong University of Science and Technology and Soochow University
Downloads 87 (395,448)

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3.

Exhaustible Resources with Adjustment Costs: Spot and Futures Prices

Number of pages: 73 Posted: 26 Sep 2019
Min Dai, Steven Kou and Cong Qin
The Hong Kong Polytechnic University, Boston University and Soochow University
Downloads 61 (479,575)

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Exhaustible Resources, Exploration, Production Adjustment Costs

Portfolio Rebalancing with Realization Utility

Columbia Business School Research Paper Forthcoming
Number of pages: 50 Posted: 30 Jan 2022 Last Revised: 07 Mar 2022
Min Dai, Cong Qin and Neng Wang
The Hong Kong Polytechnic University, Soochow University and Columbia University - Columbia Business School, Finance
Downloads 47 (548,322)

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prospect theory; loss aversion; option value; disposition effect

Portfolio Rebalancing with Realization Utility

NBER Working Paper No. w29821
Number of pages: 51 Posted: 07 Mar 2022 Last Revised: 26 Jun 2022
Min Dai, Cong Qin and Neng Wang
The Hong Kong Polytechnic University, Soochow University and Columbia University - Columbia Business School, Finance
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5.

A Continuous-Exercise Model for American Call Options with Hedging Constraints

Number of pages: 19 Posted: 04 Apr 2016 Last Revised: 16 Apr 2016
Cong Qin, Xinfu Chen, Xin Lai and Wanghui Yu
Soochow University, Independent, College of Science and Soochow University
Downloads 28 (643,038)
Citation 1

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American call options, continuous exercise, variational inequality, optimal exercise strategy, free boundary

6.

Realization Utility with Path-Dependent Reference Points

Forthcoming, SIAM Journal on Financial Mathematics
Number of pages: 50 Posted: 12 Apr 2021 Last Revised: 08 Jun 2022
Linghui Kong, Cong Qin and Xingye Yue
Soochow University, Soochow University and affiliation not provided to SSRN
Downloads 26 (656,828)

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Realization Utility, Path-Dependent Reference Points, Variational Inequality, Penalty Method