杨招军 : Citation Profile


Are you 杨招军?

Southern University of Science and Technology

7

H index

5

i10 index

152

Citations

RESEARCH PRODUCTION:

40

Articles

2

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 6
   Journals where 杨招军 has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 23 (13.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya568
   Updated: 2024-01-16    RAS profile: 2023-09-09    
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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)

Nguyen, Duc Khuong (1)

Wang, Haijun (1)

Gherghina, Ştefan (1)

Apergis, Nicholas (1)

Mirza, Nawazish (1)

Stöckl, Sebastian (1)

Salas-Molina, Francisco (1)

Cites to:

Leland, Hayne (41)

Wang, Neng (27)

merton, robert (22)

Miao, Jianjun (18)

Ewald, Christian-Oliver (12)

Raviv, Alon (8)

Vermaelen, Theo (8)

Hilscher, Jens (8)

Siegel, Donald (7)

Chen, Hui (7)

Wolff, Christian (7)

Main data


Where 杨招军 has published?


Journals with more than one article published# docs
Computational Economics4
Quantitative Finance3
European Journal of Operational Research2
Statistics & Probability Letters2
International Review of Finance2
International Review of Economics & Finance2
Finance Research Letters2
Mathematical Methods of Operations Research2
International Journal of Theoretical and Applied Finance (IJTAF)2
European Financial Management2
Journal of Economic Dynamics and Control2

Recent works citing 杨招军 (2024 and 2023)


YearTitle of citing document
2023Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x.

Full description at Econpapers || Download paper

2023Investment and financing analysis for a venture capital alternative. (2023). Yang, Zhaojun ; Dong, Linjia. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002067.

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2023Macroeconomic conditions and investment stimuli. (2023). Wen, Chunhui ; Wang, Rui ; Pan, Zhihao ; Tan, Yingxian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000396.

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2023Financial literacy, financial development, and leverage of small firms. (2023). Goaied, Mohamed ; Bennasr, Hamdi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000261.

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2023Contingent capital conversion under dual asset and equity jump–diffusions. (2023). Nejadmalayeri, Ali ; Li, Wei Ping ; Javadi, Siamak. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003149.

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2023The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2023). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:1-28.

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2023Guarantee Mechanism in Accounts Receivable Financing with Demand Uncertainty. (2023). Lu, Xiangyuan ; Zhao, Shengying. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2192-:d:1045830.

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2023Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023.

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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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article1
2023Pricing contingent convertibles with idiosyncratic risk In: International Journal of Economic Theory.
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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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article3
2019GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics.
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article6
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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article5
2013Optimal capital structure with an equity-for-guarantee swap In: Economics Letters.
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article10
2015Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research.
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article13
2016Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research.
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article15
2015Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis.
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article7
2015Investment timing and capital structure with loan guarantees In: Finance Research Letters.
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article7
2016Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters.
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article5
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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article1
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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article8
2017Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance.
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article6
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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article11
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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article2
2013High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics.
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article3
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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article0
2022An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees In: Computational Economics.
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article1
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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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article8
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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article1
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
2023The timing of debt renegotiation and its implications for irreversible investment and capital structure In: Quantitative Finance.
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article0
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article0
2022Approximate pricing of American exchange options with jumps In: Journal of Futures Markets.
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article0
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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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team