Zhaojun Yang : Citation Profile


Are you Zhaojun Yang?

3

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0

i10 index

26

Citations

RESEARCH PRODUCTION:

28

Articles

1

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 1
   Journals where Zhaojun Yang has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 17 (39.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya568
   Updated: 2019-10-15    RAS profile: 2019-08-12    
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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 Zhaojun Yang.

Is cited by:

Ewald, Christian-Oliver (3)

Caporale, Guglielmo Maria (2)

Leung, Tim (1)

Stöckl, Sebastian (1)

Alexander, Carol (1)

Cites to:

Leland, Hayne (36)

Wang, Neng (17)

merton, robert (16)

Miao, Jianjun (15)

Ewald, Christian-Oliver (10)

Raviv, Alon (8)

Hilscher, Jens (8)

Vermaelen, Theo (7)

Wolff, Christian (6)

Chen, Hui (6)

Siegel, Donald (5)

Main data


Where Zhaojun Yang has published?


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

Recent works citing Zhaojun Yang (2019 and 2018)


YearTitle of citing document
2018Model Risk in Real Option Valuation. (2018). Alexander, Carol ; Chen, XI. In: Papers. RePEc:arx:papers:1809.00817.

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2019On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7551.

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2018Optimal effort under high-water mark contracts. (2018). Zhao, LI ; Ba, Shusong ; Huang, Wenli. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:599-610.

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2019The interaction of debt financing, cash grants and the optimal investment policy under uncertainty. (2019). Thiergart, Sascha ; Lukas, Elmar. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:284-299.

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2018Contingent convertible bonds with the default risk premium. (2018). Jang, Hyun Jin ; Zheng, Harry ; Na, Young Hoon. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:77-93.

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2018Asset securitization and rate of return: A study on letters of guarantee. (2018). Wu, Bing Hui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1551-1554.

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2018Valuation and analysis of performance sensitive debt with contingent convertibility. (2018). Ming, Lei ; Song, Dandan ; Yang, Shenggang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:98-108.

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2018Hedge fund leverage with stochastic market conditions. (2018). Zhao, LI ; Li, Shenghong ; Yang, Chen ; Huang, Wenli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:258-273.

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2019Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics. (2019). Wang, Zheng ; Leung, Tim. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0336-1.

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2019A real option application for emission control measures. (2019). Schultmann, Frank ; Gloser-Chahoud, Simon ; Schiel, Carmen. In: Journal of Business Economics. RePEc:spr:jbecon:v:89:y:2019:i:3:d:10.1007_s11573-018-0913-9.

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2018Dividend derivatives. (2018). Tunaru, R S. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:63-81.

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Works by Zhaojun Yang:


YearTitleTypeCited
2019Contingent capital with repeated interconversion between debt‐ and equity‐like instruments 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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article3
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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article0
2019GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics.
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article0
2017Real options and contingent convertibles with regime switching In: Journal of Economic Dynamics and Control.
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article1
2016Contingent capital, capital structure and investment In: The North American Journal of Economics and Finance.
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article0
2013Optimal capital structure with an equity-for-guarantee swap In: Economics Letters.
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article0
2015Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research.
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article2
2016Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research.
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article3
2015Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis.
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article4
2015Investment timing and capital structure with loan guarantees In: Finance Research Letters.
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article0
2016Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters.
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article0
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
2015Two new equity default swaps with idiosyncratic risk In: International Review of Economics & Finance.
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article1
2017Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance.
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article0
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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article1
2017Investment, agency conflicts, debt maturity, and loan guarantees by negotiation In: Annals of Finance.
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article0
2012Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information In: Computational Economics.
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2013High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics.
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article1
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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article1
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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article0
2018Irreversible investment, ambiguity and equity default swaps In: Applied Economics Letters.
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2012Arbitrage-free interval and dynamic hedging in an illiquid market In: Quantitative Finance.
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2019Real options under a double exponential jump-diffusion model with regime switching and partial information In: Quantitative Finance.
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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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