Chen Yuanyuan

Working Experience:

• 2018-present: assistant professor in Department of Finance and Insurance, Business school, Nanjing University, China.
• 2016-2018:research fellow in Risk Management Institute, National University of Singapore, Singapore.

Education:

Received her Bachelor's Degree from the Department of Mathematics, University of Science and Technology of China, and her Ph.D. from the Department of System Engineering and Engineering Management, Chinese University of Hong Kong.

Research Interest:

• QuantitativeFinance, Risk Management
• DynamicTrading Strategy Model, Microstructure in Financial Markets.

Publication:

• ChenB., Zhong J., Chen Y. (2020). A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange, ExpertSystems with Applications, 145: 113104.
• ChenY., Gao X., Li D. (2018). Optimal order execution using hidden orders， Journal of Economic Dynamics andControl, 94, 89-116.
• HeM., Li D., & Chen Y.(2017), Stochastic Control for optimal Execution: FastApproximation Solution Scheme Under Nested Mean-semi deviation and ConditionalValue at Risk, Journal of the Operations ResearchSociety of China, 5(2),161-176.