Huifeng Pan

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

SCHOLARLY PAPERS

5

DOWNLOADS

1,005

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (5)

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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 255 (231,765)
Citation 5

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Bitcoin; Inverse Futures; Optimal Investment; Utility Maximization

2.

Disclosing and Cooling-Off: An Analysis of Insider Trading Rules

Rotman School of Management Working Paper No. 4249189
Number of pages: 63 Posted: 20 Oct 2022 Last Revised: 24 Jan 2024
Jun Deng, Huifeng Pan, Hongjun Yan and Liyan Yang
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), DePaul University and University of Toronto - Rotman School of Management
Downloads 229 (257,405)

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Insider trading, Rule 10b5-1, Sunshine trading, Disclosure, Cooling-off period.

3.

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 (262,797)

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

4.

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 161 (353,820)
Citation 6

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Bitcoin, Futures, Hedging efficiency, Risk management

5.

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 (407,725)

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

Other Papers (1)

Total Downloads: 51
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1.

Trading Constraint, Disclosure and Welfare: Implications for SEC Rule 10b5-1

Number of pages: 45 Posted: 16 Sep 2020
Liyan Yang, Huifeng Pan and Jun Deng
University of Toronto - Rotman School of Management, University of International Business and Economics (UIBE) and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 51

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Rule 10b5-1, trading, disclosure, market efficiency