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Number of items: 7.
Article
| Wang, Huamao and Yang, Jun and Yao, Yumei (2019) Dynamics and Performance of Decentralized Portfolios with Size-Induced Fund Flows. Quantitative Finance, . ISSN 1469-7688. E-ISSN 1469-7696. (doi:https://doi.org/10.1080/14697688.2018.1550262) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
![[img]](https://kar.kent.ac.uk/style/images/fileicons/application_pdf.png)
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| Wang, Huamao and Xu, Qing and Yang, Jinqiang (2017) Investment timing and optimal capital structure under liquidity risk. European Journal of Finance, . pp. 1-23. ISSN 1351-847X. E-ISSN 1466-4364. (doi:https://doi.org/10.1080/1351847X.2017.1356342) (Full text available) |
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| Luo, Pengfei and Wang, Huamao and Yang, Zhaojun (2015) Investment and financing for SMEs with a partial guarantee and jump risk. European Journal of Operational Research, 249 (3). pp. 1161-1168. ISSN 0377-2217. (doi:https://doi.org/10.1016/j.ejor.2015.09.032) (Full text available) |
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| Palczewski, Jan and Poulsen, Rolf and Schenk-Hoppé, Klaus Reiner and Wang, Huamao (2015) Dynamic portfolio optimization with transaction costs and state-dependent drift. European Journal of Operational Research (ABS 4), 243 (3). pp. 921-931. ISSN 0377-2217. (Full text available) |
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| Wang, Huamao and Yang, Zhaojun and Zhang, Hai (2015) Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk. European Journal of Operational Research (ABS 4), 241 (3). 863–871. ISSN 0377-2217. (Full text available) |
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| Song, Dandan and Wang, Huamao and Yang, Zhaojun (2014) Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk. Journal of Mathematical Economics (ABS 3), 51 . 1-11 (lead article). ISSN 0304-4068. (Full text available) |
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Monograph
| Wang, Huamao (2016) Risk premium and firm investment under technology upgrades and shocks. Working paper. Working paper (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
