Publications

2013

(1) Bian, Shibo and Hailong Liu, "Optimal investment with a corporate bond", Mathematical and Computer Modelling, Accept.

(2) Bian, Shibo and Hailong Liu, "An application of Legendre transform-dual solution for DC pension funds optimal investment strategy under background risk", Journal of Industrial Engineering and Engineering Management, Accept. (In Chinese)

(3) Bian, Shibo and Hailong Liu, "Optimal portfolio with defaultable bonds under default correlation", System Engineering Theory and Practice, 2013, 33 (3): 569-576. (In Chinese)

(4) Bian, Shibo and Hailong Liu, "Optimal asset allocation with market risk and default risk", Journal of Industrial Engineering and Engineering Management, 2013, 27(1): 160-165. (In Chinese)

(5) Li, Xiao-Ping, Yun Feng, Chong-Feng Wu, Wei-Dong Xu (2013). Response of the term structure of forward exchange rate to jump in the interest rate. Economic Modelling, 30, 863-874.

(6) Li, Xiaoping, Chunyang Zhou, Chongfeng Wu. (2013). The role of heterogeneous expectations in forward exchange market, Applied Economics Letters, 20, 471-475.

(7) Liao Chun, "Chinese corporate governance and innovative modes: with British model and comparison of German and Japanese models," will be published in Gezhi Press in 2013.

(8) Rapp, William, Zhipeng (Alan) Yan, Mark Somers, Danielle Viola, Rajiv Mehta, Wei Xu, Michael Ehrlich, and Benjamin Chu, “Boil, Bubble Toil And Trouble”, Kindle Direct Publishing, May, 2013.

(9) Xu Feng, Guoping Liu, Yun Zhang, Bowei Wang. From GDP to HDI: the Elaboration and Prospect of Low-carbon Development Research, Urban Planning Forum, No 32, May 20, 2013.

(10) Yan, Zhipeng, Yan Zhao and Siwei Zhu, “Swindlers, Fools and Maniacs”, The Commercial Press, China, winter, 2013 (expected).

(11) Zhang, Dewei, Yiqi Wang, Jingjing Wang, Weidong Xu,, Liquidity management of foreign exchange reserves in continuous time, Economic Modelling, Vol.31, 138-142, 2013.

(12) Zhang, Dewei, Chunyang Zhou, Foreign exchange reserves management in the presence of jump risk, Applied Economics Letters, Vol.20, Issue 3, 2013.

 

2012

(1) Bian, Shibo, Hailong Liu and Xiaoyang Zhang, "Optimal investment strategies for defaultable bond", System Engineering Theory and Practice, 2012, 32(12): 2611-2618. (In Chinese)

(2) Bian, Shibo, Hailong Liu and Xiaoyang Zhang, "Optimal investment strategies for defaultable bond fund", Journal of Systems and Management, 2012, 21(5): 596-601. (In Chinese)

(3) Bian, Shibo and Hailong Liu,"Optimal portfolio with default risk", Journal of Industrial Engineering and Engineering Management, 2012, 26(3): 28-33. (In Chinese)

(4) Jia, Dekui and Xinlu Wang. 2012. An Analysis of Money Policy Efficiency Based on Measuring of Inflationary Pressure. Financial Regulation Research (China). 3, 43-53.

(5) Li Xiaoping, Wu Chongfeng. Partial U-shaped curve of forward exchange rate volatility. Journal of Management Sciences, 2012, 11, 54-65.

(6) Li Xiaoping, Feng Yun, Wu Chongfeng. The characteristics of exchange rate volatility before and after the financial crisis. Journal of Management Sciences, 2012, 4, 40-49.

(7) Li Xiaoping, Feng Yun, Wu Chongfeng. Empirical study on the term structure relationship of the RMB forward exchange rates during the financial crisis. Journal of Systems & Management, 2012, 3, 409-415.

(8) Liao, Chun, The Comparison of the Chinese SOEs with the Firms in the Coordinated Market Economies.

(9) Tang, Haiyan (2012) The New International Division of Labor, Competitiveness of Manufacturing Industry and Development of China’s Producer Services. Journal of East China Normal University, 95-101, reproduced in China University Academic Abstract, 43-44

(10) Tang, Haiyan and Dekui Jia. Research on the Risk of Chinese Macroeconomic Operation 2012. Lixin Accounting Publishing House (China). October 2012.

(11) Yan, Zhipeng, Yan Zhao, Wei Xu, and Lee-Young Cheng, 2012, Earnings Response Elasticity and Post-Earnings-Announcement Drift, Journal of Asset Management, Vol. 13, Issue 4, 287-305.

(12) Cheng, Lee-young,  Zhipeng Yan, Yan Zhao, and Wei-fang Chang, 2012, Short Selling Activity, Price Efficiency and Fundamental Value of IPO Stocks, Pacific-Basin Finance Journal, Volume 20, Issue 5, November, 809-824.

(13) Yan, Zhipeng, Yan Zhao, and Libo Sun, 2012, Industry Herding and Momentum, Journal of Investing, Vol. 21, spring, 89-96.

(14) Yun, Feng, Li Xiaoping, Wu Chongfeng. The term structure of exchange rates: theoretical and empirical studies. Shanghai Jiaotong University Press, 2012.

(15) Zhu, Dajian, Fei Chen, Guoping Liu. Low-carbon Economy Bluebook, Tongji University Press, 2012.