7
H index
5
i10 index
155
Citations
杨招军 : Citation Profile
Southern University of Science and Technology | RESEARCH PRODUCTION: 41 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). 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:
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Main data
Where 杨招军 has published?
Recent works citing 杨招军 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Hedge 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 |
| 2023 | Underinvestment and optimal capital structure under environmental constraints. (2023). Yang, Jinqiang ; Tan, Yingxian ; Luo, Pengfei ; Yao, Yanming. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001677. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2023 | Investment and financing for SMEs with bank-tax-guarantee. (2023). Zhu, Nanhui ; Yan, Haoyang ; Chen, Biao. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003257. Full description at Econpapers || Download paper |
| 2023 | Financial 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. Full description at Econpapers || Download paper |
| 2023 | Contingent capital conversion under dual asset and equity jumpâdiffusions. (2023). Nejadmalayeri, Ali ; Li, Wei Ping ; Javadi, Siamak. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003149. Full description at Econpapers || Download paper |
| 2024 | Fintech and financial sector: ADO analysis and future research agenda. (2024). Thenmozhi, M ; Choudhary, Priya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001339. Full description at Econpapers || Download paper |
| 2023 | Optimal capital structure and credit policy with bank-tax-guarantee. (2023). Zhu, Nanhui ; Jiang, Jinglu ; Chen, Biao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006797. Full description at Econpapers || Download paper |
| 2024 | Risk management and optimal investment with inalienable human capital. (2024). Zhang, Yuqian ; Zhuo, Jiayi ; Yang, Zeyu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013429. Full description at Econpapers || Download paper |
| 2024 | Does capital input contribute to green total-factor capital efficiency?. (2024). Song, Shuhong ; Zhao, Lishuang ; Zhang, Ruifeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001776. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Optimizing energy efficiency investments in steel firms: A real options model considering carbon trading and tax cuts during challenging economic conditions. (2023). Jia, Zhijie ; Yang, Jinqiang ; Zhou, Yuanqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007535. Full description at Econpapers || Download paper |
| 2023 | Guarantee 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. Full description at Econpapers || Download paper |
| 2023 | Evolution of Artificial Intelligence Research in Technological Forecasting and Social Change: Research Topics, Trends, and Future Directions. (2023). Dutot, Vincent ; Goel, P ; Giannakis, M ; Rana, Nripendra P ; Sharma, A ; Dwivedi, Yogesh K. In: Post-Print. RePEc:hal:journl:hal-04292607. Full description at Econpapers || Download paper |
| 2023 | Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023. Full description at Econpapers || Download paper |
Works by 杨招军:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Pricing contingent convertibles with idiosyncratic risk In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2016 | Contingent Capital, Real Options, and Agency Costs In: International Review of Finance. [Full Text][Citation analysis] | article | 12 |
| 2021 | Investment and financing for cash flow discounted with group diversity In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Closed-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. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Real option duopolies with quasi-hyperbolic discounting In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2023 | Two-stage investment, loan guarantees and share buybacks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2017 | Real options and contingent convertibles with regime switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2023 | Investment and financing analysis for a venture capital alternative In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Contingent capital, capital structure and investment In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2013 | Optimal capital structure with an equity-for-guarantee swap In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2015 | Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
| 2016 | Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
| 2015 | Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2015 | Investment timing and capital structure with loan guarantees In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2016 | Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2023 | Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2015 | Two new equity default swaps with idiosyncratic risk In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2010 | On the non-equilibrium density of geometric mean reversion In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | The discounted penalty function with multi-layer dividend strategy in the phase-type risk model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
| 2020 | Machine learning solutions to challenges in finance: An application to the pricing of financial products In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 16 |
| 2011 | A 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. [Full Text][Citation analysis] | article | 0 |
| 2017 | Investment, agency conflicts, debt maturity, and loan guarantees by negotiation In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2008 | Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 8 |
| 2011 | Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2018 | Irreversible investment, ambiguity and equity default swaps In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Arbitrage-free interval and dynamic hedging in an illiquid market In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Real options under a double exponential jump-diffusion model with regime switching and partial information In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2023 | The timing of debt renegotiation and its implications for irreversible investment and capital structure In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2022 | Approximate pricing of American exchange options with jumps In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2001 | OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2009 | IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team