Shuaijie Qian

National University of Singapore (NUS)

1E Kent Ridge Road

NUHS Tower Block Level 7

Singapore, 119228

Singapore

SCHOLARLY PAPERS

5

DOWNLOADS

633

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

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, National University of Singapore (NUS) and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 234 (185,882)
Citation 3

Abstract:

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Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution

2.

Bitcoin Mining and Electricity Consumption

Number of pages: 44 Posted: 08 Feb 2022 Last Revised: 31 Aug 2022
Min Dai, Steven Kou, Shuaijie Qian and Ling Qin
The Hong Kong Polytechnic University, Boston University, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Mathematics
Downloads 183 (232,805)

Abstract:

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Industry Equilibrium, Bitcoin Mining, Electricity Consumption.

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 National University of Singapore (NUS)
Downloads 121 (323,764)
Citation 2

Abstract:

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4.

High-Frequency Optimal Pricing Strategy for a Monopolist Seller Facing Patient Customers

Number of pages: 40 Posted: 02 Mar 2020 Last Revised: 14 Aug 2021
Shuaijie Qian, Xizhi Su and Chao Zhou
National University of Singapore (NUS), National University of Singapore (NUS) - Department of Mathematics and National University of Singapore (NUS) - Department of Mathematics
Downloads 49 (538,576)

Abstract:

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Revenue maximization, Dynamic pricing, Customer behavior, Asymptotic property

5.

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, National University of Singapore (NUS) and University of Missouri at Columbia - Department of Finance
Downloads 46 (552,697)

Abstract:

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