Jin Yu

Vienna Graduate School of Finance (VGSF)

1190, Heiligenstaedter Strasse 46-48

Vienna, 1190

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

697

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 418 ( 69,905)
Citation 2

Investment Timing Under Regime Switching

International Journal of Theoretical and Applied Finance, Vol. 12, 2009
Number of pages: 35 Posted: 20 Feb 2007 Last Revised: 10 Feb 2018
University of Calgary - Haskayne School of Business, Colorado State University, Fort Collins - Department of Finance & Real Estate and Vienna Graduate School of Finance (VGSF)
Downloads 418 (86,912)
Citation 3

Abstract:

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Investment Timing, Real Option, Regime Switching

2.

General Equilibrium Asset Pricing Under Regime Switching

Communications on Stochastic Analysis, 2, 2008.
Number of pages: 26 Posted: 18 Mar 2007 Last Revised: 10 Feb 2018
University of Calgary - Haskayne School of Business, Colorado State University, Fort Collins - Department of Finance & Real Estate and Vienna Graduate School of Finance (VGSF)
Downloads 279 (137,008)

Abstract:

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General Equilibrium, Representative Agent, Utility Function, Regime Switching, Stochastic Discount Factor, Equity Premium Puzzle