研究領域
Asset pricing, corporate finance, and macroeconomics
著作
[1]“Dynamic Investment, Capital Structure, and Debt Overhang,” Suresh Sundaresan, Neng Wang and Jinqiang Yang, 2014, conditionally accepted, Review of Corporate Finance Studies
[2]“Valuingprivateequity,”MortenSorensen,NengWangandJinqiangYang, ReviewofFinancialStudies, 2014,27(7): 1977-2021
[3]“The economics of hedge funds,” Yingcong Lan, Neng Wang and Jinqiang Yang, Journal of Financial Economics, 2013,110(2):300-323
[4]“Aunifiedmodelofentrepreneurshipdynamics," Chong Wang, Neng Wang and Jinqiang Yang, Journal of Financial Economics, 2012,106(1):1-23( leadarticle)
[5]“Arbitrage-free interval and dynamic hedging in an illiquid market,” Jinqiang Yang and Zhaojun Yang, Quantitative Finance, 2013, 13(7):1029-1039
[6]“High-watermarksandhedgefundmanagementcontractswithpartialinformation,”DandanSong,JinqiangYangandZhaojunYang, ComputationalEconomics,2013,42(3): 327-350
[7]“Consumption utility-based pricing and timing of the option to invest with partial information,” Jinqiang Yang and Zhaojun Yang, Computational Economics, 2012,39(2):195-217
[8]“最優消費投資與破產保護,”楊金強,楊招軍. 系統工程理論與實踐,2013,33(4): 853-860
[9]“資本管制能夠影響國際資本流動嗎?”劉莉亞, 程天笑, 關益眾, 楊金強. 經濟研究,2013, 5:33-46
[10]“排污約束下企業的投資與定價,”范定祥,廖進中,楊金強. 系統工程理論與實踐,2012,32(4):860-866
[11]“部分信息下實物期權的定價和風險對沖,”楊金強,楊招軍. 中國管理科學,2011,19(4):9-16
[12]“最大化生存機率的投資策略,”羅琰,楊招軍,楊金強. 中國管理科學,2009,17(4):46-52
Working papers
[1] “A Theory of Investment, Debt and Risk Management under Risky Inalienable Human Capital,” Patrick Bolton, Neng Wang and Jinqiang Yang, 2014, working paper
[2] “Investment, Liquidity, and Financing under Uncertainty,” Patrick Bolton, Neng Wang and Jinqiang Yang, 2013, working paper
[3]“Optimalconsumptionandsavingswithstochasticlaborincome,”Chong,Wang, NengWang andJinqiangYang, 2013,working paper
[4]“ Investment, Tobin's q, and interest rates,” Chong,Wang, Neng Wang and Jinqiang Yang, 2013, working paper
[5]“Investorprotection,diversification,investment,andTobin'sq,” Yingcong Lan, Neng Wang and Jinqiang Yang, 2013, working paper
[6]“Real option with uncertain expected return,” Neng Wang, Jinqiang Yang and Zhaojun Yang, 2013, working paper