Wei Jiang

Hong Kong University of Science and Technology

Clear water bay

Kowloon

Hong Kong

China

SCHOLARLY PAPERS

7

DOWNLOADS

771

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

From Hotelling to Nakamoto: The Economics of Bitcoin Mining

Number of pages: 41 Posted: 18 Feb 2021
Min Dai, Wei Jiang, Steven Kou and Cong Qin
The Hong Kong Polytechnic University, Hong Kong University of Science and Technology, Boston University and Soochow University
Downloads 248 (180,979)

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Cryptocurrency, bitcoin mining, jump risk, transaction fees, inventory

A q Theory of Internal Capital Markets

Number of pages: 61 Posted: 09 Dec 2020
Min Dai, Xavier Giroud, Wei Jiang and Neng Wang
The Hong Kong Polytechnic University, Columbia University - Columbia Business School, Finance, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Finance
Downloads 145 (291,661)

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internal capital markets, risk management, cash management, financing constraints, spinoff

A Q Theory of Internal Capital Markets

NBER Working Paper No. w27931
Number of pages: 100 Posted: 14 Oct 2020 Last Revised: 27 Oct 2022
Min Dai, Xavier Giroud, Wei Jiang and Neng Wang
The Hong Kong Polytechnic University, Columbia University - Columbia Business School, Finance, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Finance
Downloads 12 (842,587)

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A Q Theory of Internal Capital Markets

CEPR Discussion Paper No. DP15341
Number of pages: 64 Posted: 03 Nov 2020
Min Dai, Xavier Giroud, Wei Jiang and Neng Wang
The Hong Kong Polytechnic University, Columbia University - Columbia Business School, Finance, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Finance
Downloads 2 (966,154)
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3.

Asymptotic Analysis of Long-Term Investment with Two Illiquid and Correlated Assets

Number of pages: 33 Posted: 22 Mar 2021 Last Revised: 22 Jun 2022
Xinfu Chen, Min Dai, Wei Jiang and Cong Qin
Independent, The Hong Kong Polytechnic University, Hong Kong University of Science and Technology and Soochow University
Downloads 104 (370,348)

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4.

Non-linear Dependence and Portfolio Decisions over the Life-Cycle

Number of pages: 43 Posted: 04 Apr 2022 Last Revised: 23 Oct 2022
Wei Jiang, Shize Li and Jialu Shen
Hong Kong University of Science and Technology, Hong Kong University of Science and Technology and University of Missouri at Columbia - Department of Finance
Downloads 78 (442,350)

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Countercyclical Earnings Risk, Non-linear Dependence, Life-cycle Portfolio Choice and Consumption

5.

Simulating Risk Measures via Asymptotic Expansions for Relative Errors

Number of pages: 63 Posted: 26 Feb 2021
Wei Jiang and Steven Kou
Hong Kong University of Science and Technology and Boston University
Downloads 76 (448,866)

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relative errors, importance sampling, geometric $\alpha$-mixing, order statistics, estimation time.

6.

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, Center of Mathematical Sciences and Applications, Harvard University and University of Missouri at Columbia - Department of Finance
Downloads 57 (519,826)

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

A p Theory of Government Debt and Taxes

Number of pages: 64 Posted: 15 Apr 2022
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Columbia University - Columbia Business School, Finance and Shanghai University of Finance and Economics
Downloads 46 (581,497)

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sovereign debt, default, limited commitment, Ricardian equivalence, debt capacity, debt sustainability

A P Theory of Government Debt and Taxes

NBER Working Paper No. w29931
Number of pages: 65 Posted: 11 Apr 2022 Last Revised: 14 Oct 2022
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Columbia University - Columbia Business School, Finance and Columbia University
Downloads 3 (950,979)
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