Concepedia

Yun Shi

YS

Statistics

Publications

10

Citations

309

H-Index

10

Active since

2015

Affiliations

Shanghai University of Finance and Economics(Current)

Shanghai University

Chinese University of Hong Kong

Hong Kong Polytechnic University

East China Normal University

Yun Shi is an author at Shanghai University of Finance and Economics specializing in business, management, and finance.

Top concepts

BusinessManagementFinanceAsset PricingFinancial EngineeringPortfolio OptimizationEconomicsStatisticsEngineeringDecision Theory

Publications per year

2015–2022

10

Publications

10

Impact of the VAT reduction policy on local fiscal pressure in China in light of the COVID-19 pandemic: A measurement based on a computable general equilibrium model

Yue Guo, Yun Shi · Economic Analysis and Policy · 2020 · 63 citations · Full text

Economics, Fiscal Issue, Economic Policy +6

Dynamic Trading with Reference Point Adaptation and Loss Aversion

Yun Shi, Xiangyu Cui, Jing Yao et al. · Operations Research · 2015 · 62 citations

Empirical Finance, Reference Point Adaptation, Market Microstructure +16

Discrete-time behavioral portfolio selection under cumulative prospect theory

Yun Shi, Xiangyu Cui, Duan Li · Journal of Economic Dynamics and Control · 2015 · 47 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +9

Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection

Xiangyu Cui, Jianjun Gao, Yun Shi et al. · European Journal of Operational Research · 2019 · 31 citations

Portfolio Optimization, Engineering, Asset Pricing +12

Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework

Xiangyu Cui, Duan Li, Yun Shi · Journal of Economic Dynamics and Control · 2016 · 22 citations

Stochastic Game, Planner–doer Game Framework, Game Theory +7

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