杨招军 : Citation Profile


Are you 杨招军?

Southern University of Science and Technology

7

H index

4

i10 index

124

Citations

RESEARCH PRODUCTION:

34

Articles

2

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 6
   Journals where 杨招军 has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 20 (13.89 %)

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   Permalink: http://citec.repec.org/pya568
   Updated: 2022-11-19    RAS profile: 2022-02-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with 杨招军.

Is cited by:

Caporale, Guglielmo Maria (6)

Ewald, Christian-Oliver (3)

van Wijnbergen, Sweder (2)

Alexander, Carol (2)

Leung, Tim (1)

Mirza, Nawazish (1)

Gherghina, Ştefan (1)

Wang, Haijun (1)

Stöckl, Sebastian (1)

Nguyen, Duc Khuong (1)

Apergis, Nicholas (1)

Cites to:

Leland, Hayne (37)

Wang, Neng (24)

merton, robert (19)

Miao, Jianjun (15)

Ewald, Christian-Oliver (11)

Raviv, Alon (8)

Vermaelen, Theo (8)

Hilscher, Jens (8)

Wolff, Christian (7)

Shibata, Takashi (6)

Chen, Hui (6)

Main data


Where 杨招军 has published?


Journals with more than one article published# docs
Computational Economics3
International Journal of Theoretical and Applied Finance (IJTAF)2
Mathematical Methods of Operations Research2
International Review of Finance2
European Financial Management2
Statistics & Probability Letters2
Finance Research Letters2
International Review of Economics & Finance2
Quantitative Finance2
European Journal of Operational Research2
Journal of Economic Dynamics and Control2

Recent works citing 杨招军 (2022 and 2021)


YearTitle of citing document
2021On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix. In: Papers. RePEc:arx:papers:2103.08258.

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2022The Gerber-Shiu discounted penalty function: From practical perspectives. (2022). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Papers. RePEc:arx:papers:2203.10680.

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2021On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:646.

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2021A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information. (2021). Tang, Xiaolin ; Song, Dandan ; Liu, QI. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:37-57.

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2021Option?for?guarantee swaps and flexible investment opportunities. (2021). Wang, Chong ; Gan, Liu. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1286-1301.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2021The impact of debt restructuring on dynamic investment and financing policies. (2021). Luo, Pengfei ; Tan, Yingxian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001723.

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2021Entrepreneurial decisions with idiosyncratic risk and unknown profitability. (2021). Wang, Haijun ; Zhang, Wenlong. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002005.

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2021Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets. (2021). Gan, Liu ; Xia, Xin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:349-360.

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2021Contingent capital, Tobin’s q and corporate capital structure. (2021). Yang, BO ; Gan, Liu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301935.

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2021Write-down bonds, credit risk and imperfect information. (2021). Li, Shasha ; Zhao, Zhiming ; Tang, Huiling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000176.

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2022Convertible bond issuance volume, capital structure, and firm value. (2022). Ni, Yensen ; Huang, Paoyu ; Liao, Yulu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000298.

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2022Selling to the newsvendor through debt-shared bank financing. (2022). Bi, Gongbing ; Wang, Yifan ; Yang, Feng ; Zhang, Baofeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:116-130.

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2022OR for entrepreneurial ecosystems: A problem-oriented review and agenda. (2022). Wurth, Bernd ; Grigoroudis, Evangelos ; Carayannis, Elias G. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:3:p:791-808.

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2021Innovative Credit Guarantee Schemes with equity-for-guarantee swaps. (2021). Zhao, Qin ; Zhang, Hai ; Song, Pengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001435.

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2021Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (2021). Li, Shuanming ; Jin, Zhuo ; Liu, Guo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:508-524.

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2021On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

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2021Forecasting monthly copper price: A comparative study of various machine learning-based methods. (2021). Pradhan, Biswajeet ; Bui, Xuan-Nam ; Vu, Diep-Anh ; Nguyen, Hoang ; Zhang, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002038.

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2022Dynamic reputation, project selection and market efficiency: The importance of small projects. (2022). Zvilichovsky, David ; Shamir, Noam. In: International Journal of Production Economics. RePEc:eee:proeco:v:248:y:2022:i:c:s0925527322000536.

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2021Using machine learning for evaluating global expansion location decisions: An analysis of Chinese manufacturing sector. (2021). Chaudhry, Hassan Rauf ; Huo, DA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312622.

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2022Tension in the data environment: How organisations can meet the challenge. (2022). Papagiannidis, Savvas ; Hinton, Matthew ; Garcia-Perez, Alexeis ; Dibb, Sally ; Merendino, Alessandro ; Meadows, Maureen ; Wang, Huamao ; Pappas, Ilias. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007460.

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2022The manipulation of Euribor: An analysis with machine learning classification techniques. (2022). Momparler, Alexandre ; Carmona, Pedro ; Climent, Francisco ; Herrera, Ruben. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:176:y:2022:i:c:s004016252100901x.

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2022Averages: There is Still Something to Learn. (2022). Curto, Jose Dias. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10165-y.

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2021Model risk in real option valuation. (2021). Alexander, Carol ; Chen, XI. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03273-4.

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2022How time-inconsistent preferences influence venture capital exit decisions? A new perspective for grandstanding. (2022). Li, Yongwu ; Sun, Shaolong ; Ju-e Guo, . In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00305-6.

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2022Enabling private sector adaptation to climate change: factors supporting and limiting adaptation amongst Sri Lankan SMEs. (2022). Schaer, Caroline ; Gao, Jingjing ; Charlery, Lindy ; Dale, Thomas William. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:27:y:2022:i:6:d:10.1007_s11027-022-10011-y.

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2022Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?. (2022). van Wijnbergen, Sweder ; Neamtu, Ioana ; Fatouh, Mahmoud. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220017.

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2022Tackling uncertain future scenarios with real options: A review and research framework. (2022). Sascha, Kraus ; Nataliia, Brehmer ; Victor, Tiberius ; Natalia, Gorupec. In: The Irish Journal of Management. RePEc:vrs:irjman:v:41:y:2022:i:1:p:69-88:n:5.

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2021Optimal investment and endogenous payout strategy with time inconsistency. (2021). Cao, Guohua ; Yang, Yehong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:707-723.

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2021Preemptive competition between two firms with different discount rates. (2021). Nishihara, Michi. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:675-687.

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Works by 杨招军:


YearTitleTypeCited
2019Contingent capital with repeated interconversion between debt? and equity?like instruments In: European Financial Management.
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article4
2020Investment and asset securitization with an option?for?guarantee swap In: European Financial Management.
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article0
2016Contingent Capital, Real Options, and Agency Costs In: International Review of Finance.
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article12
2021Investment and financing for cash flow discounted with group diversity In: International Review of Finance.
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article1
2007Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges In: Swiss Finance Institute Research Paper Series.
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paper0
2015The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model In: Annals of Economics and Finance.
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article2
2019GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics.
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article4
2020Real option duopolies with quasi-hyperbolic discounting In: Journal of Economic Dynamics and Control.
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article4
2017Real options and contingent convertibles with regime switching In: Journal of Economic Dynamics and Control.
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article6
2016Contingent capital, capital structure and investment In: The North American Journal of Economics and Finance.
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article4
2013Optimal capital structure with an equity-for-guarantee swap In: Economics Letters.
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article7
2015Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research.
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article12
2016Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research.
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article12
2015Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis.
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article6
2015Investment timing and capital structure with loan guarantees In: Finance Research Letters.
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article3
2016Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters.
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article3
2014Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk In: Journal of Mathematical Economics.
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article0
2020Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition In: Physica A: Statistical Mechanics and its Applications.
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article1
2015Two new equity default swaps with idiosyncratic risk In: International Review of Economics & Finance.
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article7
2017Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance.
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article5
2010On the non-equilibrium density of geometric mean reversion In: Statistics & Probability Letters.
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article2
2012The discounted penalty function with multi-layer dividend strategy in the phase-type risk model In: Statistics & Probability Letters.
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article4
2020Machine learning solutions to challenges in finance: An application to the pricing of financial products In: Technological Forecasting and Social Change.
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article10
2011A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA In: Journal of Probability and Statistics.
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article0
2017Investment, agency conflicts, debt maturity, and loan guarantees by negotiation In: Annals of Finance.
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article1
2012Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information In: Computational Economics.
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article1
2013High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics.
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article2
2014Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information In: Computational Economics.
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In: .
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2008Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk In: Mathematical Methods of Operations Research.
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article7
2011Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus In: Mathematical Methods of Operations Research.
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article1
2018Irreversible investment, ambiguity and equity default swaps In: Applied Economics Letters.
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article0
2012Arbitrage-free interval and dynamic hedging in an illiquid market In: Quantitative Finance.
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article0
2019Real options under a double exponential jump-diffusion model with regime switching and partial information In: Quantitative Finance.
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article3
2001OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2009IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS In: International Journal of Theoretical and Applied Finance (IJTAF).
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