Yiwen Shen

Columbia Business School - Decision Risk and Operations

New York, NY

United States

  • Columbia Business School - Decision Risk and Operations

SCHOLARLY PAPERS

4

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871

SSRN CITATIONS

0

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Scholarly Papers (4)

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1.

Index-based Investing and Intraday Stock Dynamics

Number of pages: 43 Posted: 09 Nov 2020
Yiwen Shen and Meiqi Shi
Columbia Business School - Decision Risk and Operations and University of California, Berkeley - Haas School of Business
Downloads 480 (73,135)

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index-based investing, intraday stock dynamics, high-frequency data, efficient estimation

2.

Dynamic Information Regimes in Financial Markets

Number of pages: 56 Posted: 09 Feb 2019 Last Revised: 29 Apr 2021
Paul Glasserman, Harry Mamaysky and Yiwen Shen
Columbia Business School, Columbia University - Columbia Business School and Columbia Business School - Decision Risk and Operations
Downloads 199 (187,179)

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asset pricing, information choice

3.

Structural Estimation of Intertemporal Externalities on ICU Admission Decisions

Number of pages: 69 Posted: 24 Apr 2020 Last Revised: 15 Jan 2021
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 122 (280,297)

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

4.

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

Swiss Finance Institute Research Paper No. 20-22
Number of pages: 83 Posted: 22 Apr 2020 Last Revised: 24 Nov 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 70 (398,009)

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