Concepedia

Yan Zhang

YZ

Statistics

Publications

6

Citations

107

H-Index

6

Active since

2010

Affiliations

Centre of Excellence in Mathematics(Current)

Yan Zhang is an author at Centre of Excellence in Mathematics specializing in finance, business, and financial economics.

ORCID

Publications per year

2010–2021

6

Publications

6

A Study on Forecasting the Default Risk of Bond Based on XGboost Algorithm and Over-Sampling Method

Yan Zhang, Lin Chen · Theoretical Economics Letters · 2021 · 36 citations · Full text

, , +17

Mean-Variance Asset Liability Management with State-Dependent Risk Aversion

Yan Zhang, Yonghong Wu, Shuang Li et al. · North American Actuarial Journal · 2017 · 20 citations

, , +16

Mortgage lending, banking crises, and financial stability in Asia and Europe

Peter Morgan, Yan Zhang · Asia Europe Journal · 2017 · 17 citations

, , +16

The Effect of Short Selling on Market Reactions to Earnings Announcements

Dennis J. Lasser, Xue Wang, Yan Zhang · Contemporary Accounting Research · 2010 · 13 citations

, , +15

Optimal reinsurance-investment problem with dependent risks based on Legendre transform

Yan Zhang, Peibiao Zhao · Journal of Industrial and Management Optimization · 2019 · 11 citations · Full text

, , +17

1–5 of 6