Shuaijie Qian

Department of Mathematics, HKUST

Hong Kong

SCHOLARLY PAPERS

7

DOWNLOADS

1,255

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Bitcoin Mining, Electricity Consumption, and Climate Damages

Number of pages: 40 Posted: 08 Feb 2022 Last Revised: 17 Apr 2023
Min Dai, Steven Kou, Shuaijie Qian and Ling Qin
The Hong Kong Polytechnic University, Boston University, Department of Mathematics, HKUST and The Chinese University of Hong Kong (CUHK)
Downloads 393 (136,086)
Citation 1

Abstract:

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Industry Equilibrium, Bitcoin Mining, Electricity Consumption, Climate Damages

2.

Non-Concave Utility Maximization without the Concavification Principle

Number of pages: 64 Posted: 19 Jul 2019 Last Revised: 03 Sep 2019
Min Dai, Steven Kou, Shuaijie Qian and Xiangwei Wan
The Hong Kong Polytechnic University, Boston University, Department of Mathematics, HKUST and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 364 (148,300)
Citation 3

Abstract:

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Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution

3.

Penalty Method for Portfolio Selection with Capital Gains Tax

Number of pages: 46 Posted: 24 Aug 2019 Last Revised: 05 Sep 2019
Baojun Bian, Xinfu Chen, Min Dai and Shuaijie Qian
Tongji University, Independent, The Hong Kong Polytechnic University and Department of Mathematics, HKUST
Downloads 174 (307,148)
Citation 6

Abstract:

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4.

An investment theory with lags and adjustment costs

Number of pages: 40 Posted: 29 Mar 2022
Wei Jiang, Shuaijie Qian and Jialu Shen
Hong Kong University of Science and Technology, Department of Mathematics, HKUST and University of Missouri at Columbia - Department of Finance
Downloads 135 (378,626)

Abstract:

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Bad News Principle, Investment Lags, Adjustment Costs, NPV Method, Real Option

Life-time Portfolio and Consumption Choice with Defined Contribution Plans

Number of pages: 58 Posted: 31 May 2023 Last Revised: 18 Jan 2024
Min Dai, Shuaijie Qian, Ling Qin and Jing Xu
The Hong Kong Polytechnic University, Department of Mathematics, HKUST, The Chinese University of Hong Kong (CUHK) and Renmin University of China - School of Finance
Downloads 52 (694,036)

Abstract:

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Defined contribution plans, Capital gains tax, Portfolio and consumption choice, Indifference valuation, Singular stochastic control

6.

Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers

Number of pages: 27 Posted: 02 Mar 2020 Last Revised: 07 Dec 2023
Shuaijie Qian, Xizhi Su and Chao Zhou
Department of Mathematics, HKUST, National University of Singapore (NUS) - Department of Mathematics and National University of Singapore (NUS) - Department of Mathematics
Downloads 89 (510,230)

Abstract:

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Revenue maximization, Dynamic pricing, Customer behavior, Asymptotic property

7.

Non-Concave Utility Maximization with Transaction Costs

Number of pages: 34 Posted: 12 Jul 2023
Shuaijie Qian and Chen Yang
Department of Mathematics, HKUST and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
Downloads 48 (703,589)

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utility maximization, portfolio selection, transaction costs, concavification principle