Jin Yu

Vienna Graduate School of Finance (VGSF)

1190, Heiligenstaedter Strasse 46-48

Vienna, 1190

Austria

  • Vienna Graduate School of Finance (VGSF)

    • Email
    • Tel: +43-1-31336-6319
    • Fax: +43-1-31336-906319
SCHOLARLY PAPERS

2

DOWNLOADS

722

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Investment Timing Under Regime Switching

Downloads 434 (84,999)
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
Robert J. Elliott, Hong Miao and Jin Yu
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 434 (107,302)
Citation 3

Abstract:

Loading...

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
Robert J. Elliott, Hong Miao and Jin Yu
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 288 (170,087)

Abstract:

Loading...

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