Ying Yuan

Northeastern University - School of Business Administration

Shenyang, 110004

China

SCHOLARLY PAPERS

3

DOWNLOADS

136

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Robust Multi-Period Portfolio Model Based on Prospect Theory and ALMV-PSO Algorithm

Number of pages: 35 Posted: 20 Apr 2015
Jiahe Liu, Xiu Jin, Tianyang Wang and Ying Yuan
Northeastern University - School of Business Administration, Northeastern University - School of Business Administration, Colorado State University - Department of Finance & Real Estate and Northeastern University - School of Business Administration
Downloads 52 (471,738)

Abstract:

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Finance; Portfolio selection; Prospect theory; Robust optimization; Multi- period portfolio; Particle swarm optimization

2.

Two "Once-in-100-Year" Crises in Twelve Years - Are Channels for Financial Contagion Still the Same?

Number of pages: 38 Posted: 03 Aug 2020 Last Revised: 28 Oct 2020
Haiying Wang, Ying Yuan and Tianyang Wang
Independent, Northeastern University - School of Business Administration and Colorado State University - Department of Finance & Real Estate
Downloads 47 (492,438)

Abstract:

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Financial Contagion, Crisis Transmission, COVID-19, Dynamic Mixture Copula, Extreme Value Theory

3.

The Dynamics of Cross-Boundary Fire - Financial Contagion between the Oil and Stock Markets

Number of pages: 32 Posted: 27 Aug 2020
Haiying Wang, Ying Yuan and Tianyang Wang
Independent, Northeastern University - School of Business Administration and Colorado State University - Department of Finance & Real Estate
Downloads 37 (538,972)

Abstract:

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Financial Contagion, Oil Market, Copula, Extreme Value Theory, COVID-19