Chunyu Yang
Førsteamanuensis - Institutt for finans
Biografi
Chunyu Yang received his PhD from the McCombs School of Business, the University of Texas at Austin in 2010. Upon graduation he joined Morgan Stanley, New York, USA as a Market Modeler and Strategist. In 2012, he joined BI Norwegian Business School in Oslo, Norway. Yang’s research interest is in general equilibrium models of asset pricing, portfolio choice, derivative pricing, and financial risk management.
Publikasjoner
Ehling, Paul; Gallmeyer, Michael, Srivastava, Sanjay, Tompaidis, Stathis & Yang, Chunyu (2018)
Portfolio Tax Trading with Carryover Losses
Management science, 64(9), s. 4157- 4176. Doi: 10.1287/mnsc.2017.2733 - Fulltekst i vitenarkiv
Yang, Chunyu & Tompaidis, Stathis (2014)
Pricing American-style options by Monte Carlo simulation: alternatives to ordinary least squares
Journal of Computational Finance, 18(1), s. 121- 143. Doi: 10.21314/jcf.2014.279
Roche, Hervé; Tompaidis, Stathis & Yang, Chunyu (2013)
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
Journal of Financial Economics, 109(3), s. 775- 796. Doi: 10.1016/j.jfineco.2013.03.016 - Fulltekst i vitenarkiv
Yang, Chunyu; Ehling, Paul, Tompaidis, Stathis, Gallmeyer, Michael & Srivastava, Sanjay (2016)
Portfolio Tax Trading with Carry-Over Losses
[Academic lecture]. Academic Seminar.
Yang, Chunyu; Ehling, Paul, Tompaidis, Stathis, Gallmeyer, Michael & Srivastava, Sanjay (2015)
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses
[Academic lecture]. American Finance Association Annual Meeting 2015.
Yang, Chunyu; Ehling, Paul, Tompaidis, Stathis, Gallmeyer, Michael & Srivastava, Sanjay (2014)
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses
[Academic lecture]. Young Scholars Nordic Finance Workshop.
Yang, Chunyu (2012)
The Test Region Iterative Contraction (TRIC) Method for Solving Stochastic Control Problems in Finance
[Academic lecture]. INFORMS Annual Meeting 2012.
År | Akademisk institusjon | Grad |
---|---|---|
2010 | University of Texas at Austin | Ph.D. |
2004 | Iowa State University | M.S. |
2002 | Tsinghua University | Bachelor |
År | Arbeidsgiver | Tittel |
---|---|---|
2016 - Present | BI Norwegian Business School | Associate Professor |
2012 - 2015 | BI Norwegian Business School | Assistant Professor |
2010 - 2012 | Morgan Stanley | Quantitative Strategist |