Jinqiang Yang

Shanghai University of Finance and Economics

777 Guoding Road

Shanghai, P.R.China , AK Shanghai 200433

China

SCHOLARLY PAPERS

7

DOWNLOADS

598

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Real Options under a Double Exponential Jump-Diffusion Model with Regime Switching and Partial Information

Number of pages: 34 Posted: 14 Jun 2010 Last Revised: 27 Oct 2015
Pengfei Luo, Jie Xiong, Jinqiang Yang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Macau, Shanghai University of Finance and Economics and Southern University of Science and Technology - Department of Finance
Downloads 305 (102,177)
Citation 4

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Real options, Partial information, Information value, Double exponential jump-diffusion process

2.

Heterogeneous Preferences, Investment, and Asset Pricing

Number of pages: 41 Posted: 16 Dec 2016 Last Revised: 26 Apr 2019
Bo Liu, Lei Lu, congming mu and Jinqiang Yang
University of Electronic Science and Technology of China (UESTC), Asper School of Business, University of Manitoba, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
Downloads 104 (265,954)

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Heterogeneous risk aversion, heterogeneous discount rates, investment

3.

Optimal Consumption and Savings with Stochastic Income and Recursive Utility

Columbia Business School Research Paper No. 15-19
Number of pages: 39 Posted: 24 Jan 2015
Chong Wang, Neng Wang and Jinqiang Yang
Naval Postgraduate School - Graduate School of Business and Public Policy, Columbia Business School - Finance and Economics and Shanghai University of Finance and Economics
Downloads 94 (284,451)
Citation 2

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buffer stock; precautionary savings; incomplete markets; borrowing constraints; permanent income; non-expected utility

4.

Debt, Default, and Risk Management: Corporate Policies Under Incomplete Markets

Number of pages: 50 Posted: 30 Sep 2019
Patrick Bolton, Neng Wang and Jinqiang Yang
Columbia Business School - Department of Economics, Columbia Business School - Finance and Economics and Shanghai University of Finance and Economics
Downloads 64 (358,641)

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leverage, capital structure, debt capacity, payouts

5.

Dynamic Optimal Restructuring Policies Under Debt Renegotiation with Positive Externalities

Number of pages: 36 Posted: 27 Mar 2019
Yingxian Tan, Pengfei Luo, Jinqiang Yang and Aifan Ling
Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics, Shanghai University of Finance and Economics and School of Finance,Jiangxi University of Finance & Economics
Downloads 19 (543,728)

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Debt renegotiation; Positive externalities; Dynamic capital structure; Asset substitution

6.

Compensation and Risk: A Perspective on the Lake Wobegon Effect

Journal of Banking and Finance, Forthcoming
Number of pages: 28 Posted: 07 Sep 2019
Jiangyuan Li, Jinqiang Yang and Zhentao Zou
Singapore Management University, Lee Kong Chian School of Business, Students, Shanghai University of Finance and Economics and Wuhan University - Economics and Management School
Downloads 11 (593,831)

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Compensation, Risk, Asymmetric Information, Learning, Belief

7.

Investment and Exit Under Uncertainty with Utility from Anticipation

International Review of Finance, Vol. 18, Issue 3, pp. 359-377, 2018
Number of pages: 19 Posted: 17 Sep 2018
Jianjun Du, Jinqiang Yang and Zhentao Zou
Shanghai University of Political Science and Law (SHUPL), Shanghai University of Finance and Economics and Wuhan University - Economics and Management School
Downloads 1 (670,144)
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