杨招军 : Citation Profile

Southern University of Science and Technology

8

H index

6

i10 index

203

Citations

RESEARCH PRODUCTION:

49

Articles

2

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 8
   Journals where 杨招军 has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 27 (11.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya568
   Updated: 2026-01-17    RAS profile: 2025-03-15    
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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)

Alexander, Carol (2)

van Wijnbergen, Sweder (2)

Meinerding, Christoph (1)

Mirza, Nawazish (1)

Mirza, Nawazish (1)

DIAS CURTO, JOSÉ (1)

Nguyen, Duc Khuong (1)

Gherghina, Ştefan (1)

Lai, Van Son (1)

Cites to:

Leland, Hayne (46)

Wang, Neng (33)

Miao, Jianjun (23)

merton, robert (22)

Ewald, Christian-Oliver (12)

Vermaelen, Theo (11)

Hackbarth, Dirk (10)

Chen, Hui (9)

Raviv, Alon (8)

Wolff, Christian (8)

Hilscher, Jens (8)

Main data

Where 杨招军 has published?

Journals with more than one article published# docs
Computational Economics4
Journal of Economic Dynamics and Control4
Quantitative Finance3
Finance Research Letters3
Mathematical Methods of Operations Research2
Statistics & Probability Letters2
European Journal of Operational Research2
International Review of Finance2
Macroeconomic Dynamics2
Economics Letters2
International Review of Economics & Finance2
International Journal of Theoretical and Applied Finance (IJTAF)2
European Financial Management2

Recent works citing 杨招军 (2025 and 2024)

YearTitle of citing document
2025Symmetry classification and invariant solutions of the classical geometric mean reversion process. (2025). Gao, Dapeng ; Zhang, Jin. In: Papers. RePEc:arx:papers:2504.13094.

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2025Real investment decision under CRRA utility: The flow payoff case. (2025). Yin, Xiaoqing ; Wang, Haijun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s016518892500096x.

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2025Optimal government ESG incentive and ESG performance under common ownership. (2025). Zhuo, Jiayi ; Yang, Zeyu ; Zhang, Yuqian. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s026499932500046x.

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2024Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model. (2024). Lee, Jin Young ; Kim, Jeongsim ; Yoon, Hyungkuk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001645.

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2025Corporation social responsibility and dynamic agency under jump risk. (2025). Luo, Pengfei ; Song, Dandan ; Shi, YU. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006323.

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2025Optimal capital structure with earnings above a floor. (2025). Nishihara, Michi ; Shibata, Takashi. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:656-673.

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2025Optimal conversion ratio of contingent capital under issuance constraints. (2025). Zhang, Sijia ; Xia, Xin ; Gan, Liu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500050x.

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2025Modeling optimal strategies in CDS markets: The role of creditor-issuer dynamics. (2025). Kong, Mingyuan ; Banerjee, Suman. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002571.

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2025Investment and information asymmetry in corporate sustainability: Incentive-auditing contracts and policy insights. (2025). Nishihara, Michi ; Wang, Zhongli. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005228.

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2024Fintech and financial sector: ADO analysis and future research agenda. (2024). Choudhary, Priya ; Thenmozhi, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001339.

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2025Optimal relation-specific investment, financing, and the supply chain capital structure under uncertainty. (2025). Liao, Fangnan ; Wang, Wei ; Zhang, Zongyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007865.

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2024Risk management and optimal investment with inalienable human capital. (2024). Yang, Zeyu ; Zhang, Yuqian ; Zhuo, Jiayi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013429.

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2024Does capital input contribute to green total-factor capital efficiency?. (2024). Song, Shuhong ; Zhang, Ruifeng ; Zhao, Lishuang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001776.

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2024Intensified distortion: Investment decisions with endogenous contracts and time inconsistency. (2024). Li, Yongwu ; Zhang, Jinggong ; Guo, Ju-e, . In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005695.

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2025ESG transition incentives with loan guarantees. (2025). Zhu, Nanhui ; Yang, Zhaojun ; Xu, Wenyang. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001151.

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2025Social networks, financial knowledge, and urban–rural family entrepreneurship. (2025). Jia, Xiaofei ; Zhang, Naiqian ; Tong, Tong ; Li, Yongna. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002934.

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2025Impact of market power on capital investment and labor-augmenting innovations. (2025). Liu, Xinle ; Luo, Pengfei ; Zhang, Yong. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325006981.

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2025Fixed versus dynamic investment: Optimal contracting with competitive entrepreneurs. (2025). Wang, Liyuan ; Ding, Chuan ; Zeng, Siyuan. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007548.

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2025Present bias, risk management and capital structure. (2025). Pape, Jan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002136.

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2024Interplay between the agriculture firm’s guarantee strategy and the e-commerce platform’s loan strategy with risk averse farmers. (2024). Shan, Zhenjie ; Lin, Xiaogang ; Fu, Wenhui. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000744.

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2025Pricing vulnerable options when debts have performance- sensitivity provisions. (2025). Hung, Mao-Wei ; Jiang, I-Ming ; Liu, Yu-Hong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006471.

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2024Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk. (2024). Tan, Yingxian ; Luo, Pengfei ; Yuan, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004556.

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2025From uncertainty to sustainability: How climate policy uncertainty shapes corporate ESG?. (2025). Zhang, Xiaoxi ; Ge, Huahua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001741.

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2024Comparison of the criteria affecting the digital innovation performance of the European Union (EU) member and candidate countries with the entropy weight-TOPSIS method and investigation of its importance for SMEs. (2024). Sati, Zumrut Ecevit. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007795.

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2024Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework. (2024). Wang, Yubing ; Kang, Weiyi ; Guo, Jingjun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002257.

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2025Port ship congestion and Port-oriented cities air pollution: the role of machine learning models in transportation environmental governance. (2025). Kim, Woohyoung ; Li, Jiankun ; Su, Miao. In: Transport Policy. RePEc:eee:trapol:v:171:y:2025:i:c:p:896-915.

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2024Machine Learning Solutions for Fast Real Estate Derivatives Pricing. (2024). He, Xubiao ; Cao, Peiwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10506-z.

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2025Financial decision making under optimal control and Markov switching double exponential jump process. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09208-5.

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2025Swing option-implied volatility. (2025). Auer, Benjamin R ; Mhlichen, Hermann ; Kohrs, Hendrik. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09214-7.

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2025Corporate full-scale hedging and pricing of high-risk growth investment option. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09218-3.

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2024Corporate investment decisions with switch flexibility, constraints, and path-dependency. (2024). Martzoukos, Spiros H ; Pospori, Nayia ; Trigeorgis, Lenos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01234-4.

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2025Optimal timing and proportion in two stages learning investment. (2025). Jiang, I-Ming ; Hung, Mao-Wei ; Liu, Yu-Hong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01325-w.

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2024Uncovering research trends and opportunities on FinTech: a scientometric analysis. (2024). Yang, Shuai ; Wang, Minxing ; Zhao, Chenyang ; Huang, Lufei. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09554-8.

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2024Applying sustainable development goals in financial forecasting using machine learning techniques. (2024). Lee, Tianshyug ; Chang, Ariana. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2277-2289.

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2025Incentive Contract, Equity Pooling, and Optimal Securitization Design. (2025). Zhang, Yuqian. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:3:p:1558-1570.

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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.
[Full Text][Citation analysis]		article6
2020Investment and asset securitization with an option‐for‐guarantee swap In: European Financial Management.
[Full Text][Citation analysis]		article0
2023Pricing contingent convertibles with idiosyncratic risk In: International Journal of Economic Theory.
[Full Text][Citation analysis]		article2
2016Contingent Capital, Real Options, and Agency Costs In: International Review of Finance.
[Full Text][Citation analysis]		article13
2021Investment and financing for cash flow discounted with group diversity In: International Review of Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2015The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article3
2019GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article6
2025Investments, credit guarantees, and government subsidies in a regime-switching framework In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2024Dynamic incentive contracts for ESG investing In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2020Real option duopolies with quasi-hyperbolic discounting In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2023Two-stage investment, loan guarantees and share buybacks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2024Financial decisions involving credit default swaps over the business cycle In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2017Real options and contingent convertibles with regime switching In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2023Investment and financing analysis for a venture capital alternative In: Economic Modelling.
[Full Text][Citation analysis]		article0
2016Contingent capital, capital structure and investment In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2013Optimal capital structure with an equity-for-guarantee swap In: Economics Letters.
[Full Text][Citation analysis]		article12
2024Simple contracts with double-sided moral hazard and adverse selection In: Economics Letters.
[Full Text][Citation analysis]		article0
2015Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research.
[Full Text][Citation analysis]		article17
2016Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research.
[Full Text][Citation analysis]		article19
2015Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2015Investment timing and capital structure with loan guarantees In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2016Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2023Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2025Optimal equity split under unobservable investments In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article0
2014Learning, 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]		article2
2020Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2015Two new equity default swaps with idiosyncratic risk In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2017Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2010On the non-equilibrium density of geometric mean reversion In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2012The discounted penalty function with multi-layer dividend strategy in the phase-type risk model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article4
2020Machine learning solutions to challenges in finance: An application to the pricing of financial products In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article18
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.
[Full Text][Citation analysis]		article0
2017Investment, agency conflicts, debt maturity, and loan guarantees by negotiation In: Annals of Finance.
[Full Text][Citation analysis]		article1
2012Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information In: Computational Economics.
[Full Text][Citation analysis]		article4
2013High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics.
[Full Text][Citation analysis]		article3
2014Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information In: Computational Economics.
[Full Text][Citation analysis]		article0
2022An 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]		article0
Optimal investment and financing with macroeconomic risk and loan guarantees In: Journal of Credit Risk.
[Full Text][Citation analysis]		article0
2009Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus In: CRIEFF Discussion Papers.
[Full Text][Citation analysis]		paper2
2011Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus.(2011) In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds In: Indian Journal of Pure and Applied Mathematics.
[Full Text][Citation analysis]		article0
2008Utility 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]		article10
2018Irreversible investment, ambiguity and equity default swaps In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2012Arbitrage-free interval and dynamic hedging in an illiquid market In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2019Real options under a double exponential jump-diffusion model with regime switching and partial information In: Quantitative Finance.
[Full Text][Citation analysis]		article6
2023The timing of debt renegotiation and its implications for irreversible investment and capital structure In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2016The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2022Approximate pricing of American exchange options with jumps In: Journal of Futures Markets.
[Full Text][Citation analysis]		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).
[Full Text][Citation analysis]		article0
2009IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article1

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