Chengneng Jin

Shanghai University of Finance and Economics - School of Information Management and Engineering

No. 100 Wudong Road

Shanghai, Shanghai 200433

China

SCHOLARLY PAPERS

2

DOWNLOADS

121

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Constrained Optimal Execution in Limit Order Book Market with Power-shaped Market Depth

Number of pages: 35 Posted: 30 Mar 2021 Last Revised: 04 Nov 2023
Jianjun Gao, Chengneng Jin, Weiping Wu and Jiajia Yan
Shanghai Jiao Tong University, Shanghai University of Finance and Economics - School of Information Management and Engineering, Fuzhou University - School of Economics and Management and affiliation not provided to SSRN
Downloads 100 (492,713)

Abstract:

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Optimal Execution, Limit Order Book, Market Depth, Constraints

2.

Responsible Investing: A Multi-period Portfolio Selection Model

Number of pages: 37 Posted: 01 May 2024
Chengneng Jin, Weiping Wu and Jinyan Xie
Shanghai University of Finance and Economics - School of Information Management and Engineering, Fuzhou University - School of Economics and Management and Shanghai University of Finance and Economics
Downloads 21 (951,000)

Abstract:

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Mean-Variance Portfolio Selection, Dynamic Portfolio Optimization, Progressive Hedging Algorithm, ESG, Conditional Value-at-Risk