Shuyu Zhang

Zhongnan University of Economics and Law

No.143, Wuluo Road

Wuhan, Hubei 430073

China

Zhongnan University of Economics and Law

Associate Professor

182 Nanhu Avenue

East Lake High-tech Development

Wuhan, HUBEI 100029

China

  • Zhongnan University of Economics and Law

  • Zhongnan University of Economics and Law

SCHOLARLY PAPERS

4

DOWNLOADS

781

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (4)

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1.

Optimal Bitcoin Trading with Inverse Futures

Number of pages: 31 Posted: 24 Aug 2019
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 256 (231,176)
Citation 5

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Bitcoin; Inverse Futures; Optimal Investment; Utility Maximization

2.

Risk Structure and Optimal Hedging of Bitcoin Inverse Futures

Number of pages: 34 Posted: 25 Sep 2019
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 224 (263,228)

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Bitcoin, Inverse futures, Minimum-variance hedging, High-order risk

3.

Minimum-Variance Hedging of Bitcoin Inverse Futures

Accepted in Applied Economics
Number of pages: 29 Posted: 18 Mar 2020 Last Revised: 07 Jul 2020
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 165 (346,995)
Citation 6

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Bitcoin, Futures, Hedging efficiency, Risk management

4.

Mean-Variance Tradeoff of Bitcoin Inverse Futures

Accepted by Blockchain https://elspublishing.com/journals/blockchain/home/
Number of pages: 15 Posted: 24 Mar 2020 Last Revised: 13 Jun 2024
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 136 (405,975)

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Bitcoin, Downside risk, Futures, Volatility JEL Classification: G32, G11