Yiwen Shen

Columbia Business School - Decision Risk and Operations

New York, NY

United States

  • Columbia Business School - Decision Risk and Operations

SCHOLARLY PAPERS

3

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151

SSRN CITATIONS

0

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Scholarly Papers (3)

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1.

Dynamic Information Regimes in Financial Markets

Number of pages: 58 Posted: 09 Feb 2019 Last Revised: 27 Mar 2020
Paul Glasserman, Harry Mamaysky and Yiwen Shen
Columbia Business School, Columbia University - Columbia Business School and Columbia Business School - Decision Risk and Operations
Downloads 105 (279,469)

Abstract:

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asset pricing, information choice

2.

Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets

Swiss Finance Institute Research Paper No. 20-22
Number of pages: 67 Posted: 22 Apr 2020
Chenxu Li, O. Scaillet and Yiwen Shen
Peking University - Guanghua School of Management, University of Geneva GSEM and GFRI and Columbia Business School - Decision Risk and Operations
Downloads 29 (513,296)

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optimal portfolio choice, decomposition, incomplete market, wealth-dependent utility, closed-form

3.

Structural Estimation of Intertemporal Externalities on ICU Admission Decisions

Number of pages: 64 Posted: 24 Apr 2020
Yiwen Shen, Carri Chan, Fanyin Zheng and Gabriel J. Escobar
Columbia Business School - Decision Risk and Operations, Columbia University - Columbia Business School, Columbia University - Columbia Business School and Kaiser Permanente
Downloads 17 (586,549)

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Healthcare, Structural Estimation, Empirical Operations Management, Intensive Care Unit, Behavioral Operations