石芸 - 华东师范大学 - 经济与管理学部

个人简介

工作经历 2013年-2018年上海大学管理学院讲师 2019年-至今华东师范大学统计交叉科学研究院研究员教育经历中国科学技术大学本科, 香港中文大学博士

研究领域

行为金融与金融工程，统计方法在金融与管理决策中的应用等交叉领域

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Y. Shi, X. Y. Cui, J. Yao and D. Li, 2015, Dynamic Trading with Reference Point Adaptation and Loss Aversion，Operations Research, 63(4), 789-806, SCI/SSCI. Y. Shi, N. G. Hall and X. Y. Cui, 2023, Work More Tomorrow: Resolving Present Bias in Project Management, Operations Research, 71(1), 314-340. Y. Shi, X. Y. Cui and X. Y. Zhou, 2023, Beta and coskewness pricing: Perspective from probability weighting, Operations Research, online,https://doi.org/10.1287/opre.2022.2421 石芸，芮灏，周勇, 2022, 概率扭曲与A股市场风险定价, 管理科学学报, 25(10), 76-95. Y. Shi, X. Y. Cui and D. Li, 2015, Discrete-time Behavioral Portfolio Selection under Prospect Theory, Journal of Economic Dynamics and Control, 61, 283-302, SSCI. X. Y. Cui, D. Li and Y. Shi (Corresponding author), 2017, Self-coordination in Time Inconsistent Stochastic Decision Problems: A Planner-doer Game Framework, Journal of Economic Dynamics and Control, 75, 91-113, SSCI. X. Y. Cui and Y. Shi (Corresponding author) and X. Lu，2017, Alleviating Time Inconsistency via a Competition Scheme, Naval Research Logistics, 64(5), SCI. X. Y. Cui, D. Li, X. Li and Y. Shi (Corresponding author), 2017, Time Consistent Behavioral Portfolio Policy for Dynamic Mean-variance Formulation, Journal of the Operational Research Society, 68, 1647-1660, SCI/SSCI. Y. Shi, X. Li and X. Y. Cui, 2017, Better than Pre-committed Optimal Mean-Variance Policy in a Jump Diffusion Market, Mathematical Methods of Operations Research, 85, 3, 327-347, SCI. W. P. Wu, J. J Gao, D. Li and Y. Shi, 2019, Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise, IEEE Transactions on Automatic Control, 64(5), 1999-2012, SCI(一区). X. Y. Cui, J. J. Gao, Y. Shi (Corresponding author), and S.S. Zhu, 2019, Time-Consistent Strategy and Self-Coordination Strategy for Multi-period Mean-Conditional Value-at-Risk Portfolio Selection, European Journal of Operational Research, 276(2), 781-789, SCI(一区), ABS grade 4. X. Y. Cui, J. J. Gao, and Y. Shi (Corresponding author) 2021, Multi-period mean-variance portfolio optimization with management fees, Operational Research, 21, 1333-1354, SCI. Y. Shi, 2022, Timing Prediction Error Volatility and Dynamic Asset Allocation, Journal of Systems Science and Systems Engineering, 31, 111-130. SCI. Y. Shi, D. Li, and X. Y. Cui, 2023 Time Consistent in Efficiency Dynamic Mean-Variance Policy. Journal of the Operational Research Society, 74(1), 195-208. X. Y. Cui, D. Li, Y. Shi(Corresponding author), and M. J. Zhu, 2023, Hybrid strategy in multiperiod mean-variance framework. Optimization Letters, 17, 493-509, SCI.

学术兼职

管理科学与工程学会，理事运筹学会金融工程与风险管理分会常务理事管理科学与工程学会金融和风险管理研究会理事国家自然科学基金项目同行评议专家