杨淑振 副教授、博士生导师

山东大学中泰证券金融研究院副教授，博士生导师

论文：

[1]Shige Peng,Shuzhen Yang, Jianfeng Yao. Improving Value-at-Risk prediction under model uncertainty.Journal of Financial Econometrics, 21(1), 228-259, 2023.

[2]Shige Peng,Shuzhen Yang.Distributional uncertainty of the financial time series measured by G-expectation.SIAM: Theory of Probability and Its Applications, 66(4): 729-741, 2022.

[3]Shuzhen Yang. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional.Systems &ControlLetters,114, 11-18, 2018.

[4]Shuzhen Yang. Multi-time state mean-variance model in continuous time.ESAIM: COCV. 92, 1-23, 2021.

[5]Shuzhen Yang. A varying terminal time structure for stochastic optimal control under constrained condition.International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[6]Shuzhen Yang.A varying terminal time mean-variance model.Systems &ControlLetters, 2022.105184.

[7] Qingxin Meng,Shuzhen Yang.Lp estimations of fully coupled FBSDEs.Systems &ControlLetters,2023.105442.

[8] YingPeng,Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems.International Journal of Control, 1-8,2019,https://doi.org/10.1080/00207179.2019.1706765.

[9]Ferrari, Giorgio,Shuzhen Yang.Onanoptimal extraction problem with regime switching.Advances inAppliedProbability, 50, 671-705, 2018.

[10]Mingshang Hu, Shaolin Ji,Shuzhen Yang.A stochastic recursive optimal control problem under the G-expectation framework.Applied Mathematics Optimization, 70, 253–278, 2014.

[11]宫晓琳,杨淑振,胡金焱,张宁.非线性期望理论与基于模型不确定性的风险度量.经济研究,11, 133-147,2015.

[12] 宫晓琳, 陈增敬, 张晓普,杨淑振. 随机极限正态分布与宏观风险监测.经济研究, 135-148,2014.

[13] 宫晓琳,杨淑振. 量化分析宏观金融风险的非线性演变速度与机制.金融研究, 113-127,2013.

如需电子版请联系作者。

杨淑振 副教授、博士生导师

山东大学中泰证券金融研究院副教授，博士生导师

论文：

[1]Shige Peng,Shuzhen Yang, Jianfeng Yao. Improving Value-at-Risk prediction under model uncertainty.Journal of Financial Econometrics, 21(1), 228-259, 2023.

[2]Shige Peng,Shuzhen Yang.Distributional uncertainty of the financial time series measured by G-expectation.SIAM: Theory of Probability and Its Applications, 66(4): 729-741, 2022.

[3]Shuzhen Yang. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional.Systems &ControlLetters,114, 11-18, 2018.

[4]Shuzhen Yang. Multi-time state mean-variance model in continuous time.ESAIM: COCV. 92, 1-23, 2021.

[5]Shuzhen Yang. A varying terminal time structure for stochastic optimal control under constrained condition.International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[6]Shuzhen Yang.A varying terminal time mean-variance model.Systems &ControlLetters, 2022.105184.

[7] Qingxin Meng,Shuzhen Yang.Lp estimations of fully coupled FBSDEs.Systems &ControlLetters,2023.105442.

[8] YingPeng,Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems.International Journal of Control, 1-8,2019,https://doi.org/10.1080/00207179.2019.1706765.

[9]Ferrari, Giorgio,Shuzhen Yang.Onanoptimal extraction problem with regime switching.Advances inAppliedProbability, 50, 671-705, 2018.

[10]Mingshang Hu, Shaolin Ji,Shuzhen Yang.A stochastic recursive optimal control problem under the G-expectation framework.Applied Mathematics Optimization, 70, 253–278, 2014.

[11]宫晓琳,杨淑振,胡金焱,张宁.非线性期望理论与基于模型不确定性的风险度量.经济研究,11, 133-147,2015.

[12] 宫晓琳, 陈增敬, 张晓普,杨淑振. 随机极限正态分布与宏观风险监测.经济研究, 135-148,2014.

[13] 宫晓琳,杨淑振. 量化分析宏观金融风险的非线性演变速度与机制.金融研究, 113-127,2013.

如需电子版请联系作者。

杨淑振 副教授、博士生导师

山东大学中泰证券金融研究院副教授，博士生导师

论文：

[1]Shige Peng,Shuzhen Yang, Jianfeng Yao. Improving Value-at-Risk prediction under model uncertainty.Journal of Financial Econometrics, 21(1), 228-259, 2023.

[2]Shige Peng,Shuzhen Yang.Distributional uncertainty of the financial time series measured by G-expectation.SIAM: Theory of Probability and Its Applications, 66(4): 729-741, 2022.

[3]Shuzhen Yang. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional.Systems &ControlLetters,114, 11-18, 2018.

[4]Shuzhen Yang. Multi-time state mean-variance model in continuous time.ESAIM: COCV. 92, 1-23, 2021.

[5]Shuzhen Yang. A varying terminal time structure for stochastic optimal control under constrained condition.International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[6]Shuzhen Yang.A varying terminal time mean-variance model.Systems &ControlLetters, 2022.105184.

[7] Qingxin Meng,Shuzhen Yang.Lp estimations of fully coupled FBSDEs.Systems &ControlLetters,2023.105442.

[8] YingPeng,Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems.International Journal of Control, 1-8,2019,https://doi.org/10.1080/00207179.2019.1706765.

[9]Ferrari, Giorgio,Shuzhen Yang.Onanoptimal extraction problem with regime switching.Advances inAppliedProbability, 50, 671-705, 2018.

[10]Mingshang Hu, Shaolin Ji,Shuzhen Yang.A stochastic recursive optimal control problem under the G-expectation framework.Applied Mathematics Optimization, 70, 253–278, 2014.

[11]宫晓琳,杨淑振,胡金焱,张宁.非线性期望理论与基于模型不确定性的风险度量.经济研究,11, 133-147,2015.

[12] 宫晓琳, 陈增敬, 张晓普,杨淑振. 随机极限正态分布与宏观风险监测.经济研究, 135-148,2014.

[13] 宫晓琳,杨淑振. 量化分析宏观金融风险的非线性演变速度与机制.金融研究, 113-127,2013.

如需电子版请联系作者。