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杨招军
(Zhaojun Yang)

Personal Details

First Name:Zhaojun
Middle Name:
Last Name:Yang
Suffix:
RePEc Short-ID:pya568
[This author has chosen not to make the email address public]
https://faculty.sustech.edu.cn/yangzj/

Affiliation

Department of Finance
College of Business
Southern University of Science and Technology

Shenzhen, China
http://fin.sustech.edu.cn/
RePEc:edi:dfstccn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang, 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," Swiss Finance Institute Research Paper Series 07-11, Swiss Finance Institute.
    repec:san:crieff:0910 is not listed on IDEAS

Articles

  1. Liu, Xiang & Yang, Zhaojun, 2025. "Investments, credit guarantees, and government subsidies in a regime-switching framework," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
  2. Tan, Lihua & Yang, Zhaojun, 2025. "Optimal equity split under unobservable investments," International Journal of Industrial Organization, Elsevier, vol. 98(C).
  3. Tan, Lihua & Yang, Zhaojun, 2024. "Simple contracts with double-sided moral hazard and adverse selection," Economics Letters, Elsevier, vol. 236(C).
  4. Gan, Liu & Yang, Zhaojun, 2024. "Financial decisions involving credit default swaps over the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
  5. Zhang, Yuqian & Yang, Zhaojun, 2024. "Dynamic incentive contracts for ESG investing," Journal of Corporate Finance, Elsevier, vol. 87(C).
  6. Zhaojun Yang & Nanhui Zhu, 2023. "The timing of debt renegotiation and its implications for irreversible investment and capital structure," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 887-900, May.
  7. Dong, Linjia & Nishihara, Michi & Yang, Zhaojun, 2023. "Two-stage investment, loan guarantees and share buybacks," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  8. Liu, Xiang & Yang, Zhaojun, 2023. "Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information," Finance Research Letters, Elsevier, vol. 57(C).
  9. Xiaolin Wang & Zhaojun Yang & Pingping Zeng, 2023. "Pricing contingent convertibles with idiosyncratic risk," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 660-693, September.
  10. Dong, Linjia & Yang, Zhaojun, 2023. "Investment and financing analysis for a venture capital alternative," Economic Modelling, Elsevier, vol. 126(C).
  11. Linjia Dong & Zhaojun Yang, 2022. "An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 1175-1196, October.
  12. Guanghua Lian & Robert J. Elliott & Petko Kalev & Zhaojun Yang, 2022. "Approximate pricing of American exchange options with jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 983-1001, June.
  13. Pengfei Luo & Zhaojun Yang, 2021. "Investment and financing for cash flow discounted with group diversity," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 769-785, September.
  14. Zhaojun Yang, 2020. "Investment and asset securitization with an option‐for‐guarantee swap," European Financial Management, European Financial Management Association, vol. 26(4), pages 1006-1030, September.
  15. Wang, Haoyu & Di, Junpeng & Yang, Zhaojun & Han, Qing, 2020. "Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
  16. Luo, Pengfei & Tian, Yuan & Yang, Zhaojun, 2020. "Real option duopolies with quasi-hyperbolic discounting," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  17. Gan, Lirong & Wang, Huamao & Yang, Zhaojun, 2020. "Machine learning solutions to challenges in finance: An application to the pricing of financial products," Technological Forecasting and Social Change, Elsevier, vol. 153(C).
  18. Luo, Pengfei & Yang, Zhaojun, 2019. "Growth Option And Debt Maturity With Equity Default Swaps In A Regime-Switching Framework," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2250-2268, September.
  19. Pengfei Luo & Jie Xiong & Jinqiang Yang & Zhaojun Yang, 2019. "Real options under a double exponential jump-diffusion model with regime switching and partial information," Quantitative Finance, Taylor & Francis Journals, vol. 19(6), pages 1061-1073, June.
  20. Yanping Cai & Zhaojun Yang & Zhiming Zhao, 2019. "Contingent capital with repeated interconversion between debt‐ and equity‐like instruments," European Financial Management, European Financial Management Association, vol. 25(2), pages 358-379, March.
  21. Xiaolin Tang & Zhaojun Yang, 2018. "Irreversible investment, ambiguity and equity default swaps," Applied Economics Letters, Taylor & Francis Journals, vol. 25(18), pages 1301-1305, October.
  22. Liu Gan & Zhaojun Yang, 2017. "Investment, agency conflicts, debt maturity, and loan guarantees by negotiation," Annals of Finance, Springer, vol. 13(3), pages 253-271, August.
  23. Luo, Pengfei & Yang, Zhaojun, 2017. "Real options and contingent convertibles with regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 122-135.
  24. Tan, Yingxian & Yang, Zhaojun, 2017. "Growth option, contingent capital and agency conflicts," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 354-369.
  25. Tan, Yingxian & Yang, Zhaojun, 2016. "Contingent capital, capital structure and investment," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 56-73.
  26. Luo, Pengfei & Wang, Huamao & Yang, Zhaojun, 2016. "Investment and financing for SMEs with a partial guarantee and jump risk," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1161-1168.
  27. Dandan Song & Zhaojun Yang, 2016. "Contingent Capital, Real Options, and Agency Costs," International Review of Finance, International Review of Finance Ltd., vol. 16(1), pages 3-40, March.
  28. Wuyuan Jiang & Zhaojun Yang, 2016. "The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2016(5), pages 385-397, May.
  29. Gan, Liu & Luo, Pengfei & Yang, Zhaojun, 2016. "Real option, debt maturity and equity default swaps under negotiation," Finance Research Letters, Elsevier, vol. 18(C), pages 278-284.
  30. Yang, Zhaojun & Zhao, Zhiming, 2015. "Valuation and analysis of contingent convertible securities with jump risk," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 124-135.
  31. Yang, Zhaojun & Zhang, Chunhong, 2015. "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 254-273.
  32. Wang, Huamao & Yang, Zhaojun & Zhang, Hai, 2015. "Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk," European Journal of Operational Research, Elsevier, vol. 241(3), pages 863-871.
  33. Zhaojun Yang & Chunhong Zhang, 2015. "The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 371-392, November.
  34. Xiang, Hua & Yang, Zhaojun, 2015. "Investment timing and capital structure with loan guarantees," Finance Research Letters, Elsevier, vol. 13(C), pages 179-187.
  35. Song, Dandan & Wang, Huamao & Yang, Zhaojun, 2014. "Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 1-11.
  36. Wuyuan Jiang & Zhaojun Yang, 2014. "The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds," Indian Journal of Pure and Applied Mathematics, Springer, vol. 45(4), pages 479-495, August.
  37. Dandan Song & Zhaojun Yang, 2014. "Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 1-26, June.
  38. Yang, Zhaojun & Zhang, Hai, 2013. "Optimal capital structure with an equity-for-guarantee swap," Economics Letters, Elsevier, vol. 118(2), pages 355-359.
  39. Dandan Song & Jinqiang Yang & Zhaojun Yang, 2013. "High-Water Marks and Hedge Fund Management Contracts with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 327-350, October.
  40. Jinqiang Yang & Zhaojun Yang, 2012. "Arbitrage-free interval and dynamic hedging in an illiquid market," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1029-1039, May.
  41. Jinqiang Yang & Zhaojun Yang, 2012. "Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 39(2), pages 195-217, February.
  42. Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping, 2012. "The discounted penalty function with multi-layer dividend strategy in the phase-type risk model," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1358-1366.
  43. Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens, 2011. "Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 93-120, August.
  44. Zhaojun Yang & Christian-Oliver Ewald & Wen-Kai Wang, 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," Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-23, August.
  45. Yang, Zhaojun & Ewald, Christian-Oliver, 2010. "On the non-equilibrium density of geometric mean reversion," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 608-611, April.
  46. Zhaojun Yang & Christian-Oliver Ewald & Yajun Xiao, 2009. "Implied Volatility From Asian Options Via Monte Carlo Methods," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 153-178.
  47. Christian-Oliver Ewald & Zhaojun Yang, 2008. "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 68(1), pages 97-123, August.
  48. Zhaojun Yang & Chaoqun Ma, 2001. "Optimal Trading Strategy With Partial Information And The Value Of Information: The Simplified And Generalized Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(05), pages 759-772.
  49. Xiaolin Tang & Zhaojun Yang, . "Optimal investment and financing with macroeconomic risk and loan guarantees," Journal of Credit Risk, Journal of Credit Risk.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (1) 2009-09-05
  2. NEP-SEA: South East Asia (1) 2009-09-05

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