杨金强

2009/7 - 2011/2，哥伦比亚大学，金融学，联合培养博士

2008/9 - 2011/6，湖南大学，数量经济学，博士

2006/9 - 2008/6，硕士，应用数学

2002/9 - 2006/6，湖南大学，信息与计算科学，学士

时间序列与随机过程，随机过程，连续时间金融，对冲基金及投资策略

发表/接受待发表的学术论文：（注：英文期刊论文均按国际惯例姓氏排名）

[1]“Rare Disasters, Financial Development,and Sovereign Debt,” Sergio Rebelo , Neng Wang and Jinqiang Yang, Journal of Finance, Accepted(国际顶尖金融学期刊，SSCI)

[2]“Earnings  Growth and the Wealth Distribution,” Thomas J. Sargent, Neng Wang and  Jinqiang Yang, Proceedings of the National Academy of Sciences（PNAS）, 2021, 118 (15)e2025368118 (国际顶尖综合类期刊)

[3]“Implications of Stochastic Transmission Rates for Managing Pandemic Risks,” Harrison Hong, Neng Wang and Jinqiang Yang, Review of Financial Studies, Forthcoming, https://doi.org/10.1093/rfs/hhaa132(国际顶尖金融学期刊，SSCI)

[4]“Investment under uncertainty with financial constraints,” Patrick Bolton, Neng Wang and Jinqiang Yang, Journal of Economic Theory,2019, 184: 1-58, #104912(国际一流经济学期刊，SSCI)

[5]“Optimal consumption with time-inconsistent preferences,” Liya Liu, Yingjie Niu, Yuanping Wang and Jinqiang Yang, Economic Theory, Forthcoming (理论经济学一流期刊，ABS三星)

[6]“Heterogeneous Preferences, Investment, and Asset Pricing,” Bo Liu, Lei Lu, Congming Mu and Jinqiang Yang, Financial Management, Forthcoming (SSCI，ABS三星)

[7]“Robust Contracts with One-Sided Commitment,” Yingjie Niu, Jinqiang Yang and Zhentao Zou, Journal of Economic Dynamics and Control, Forthcoming (SSCI，ABS三星)

[8]“Compensation and risk: a perspective from the lake wobegon effect,” Jiangyuan Li, Jinqiang Yang and Zhentao Zou, Journal of Banking & Finance,2019, 108: 1-9, #105626 (SSCI，ABS四星)

[9]“Dynamic financing and hedging under model uncertainty,” Bo Liu, Hongli Wang and Jinqiang Yang, European Journal of Finance, Forthcoming (SSCI，ABS三星)

[10]“Corporate investment and financing with uncertain growth opportunities,” Biao Chen, Jinqiang Yang, and Chuanqian Zhang, International Review of Finance,Forthcoming (SSCI)

[11]“Dynamic Agency and Investment Theory under Model Uncertainty,” Yingjie Niu, Jinqiang Yang and Zhentao Zou, International Review of Finance, Forthcoming (SSCI)

[12]“Dynamic optimal investment policy under incomplete information,” Wenli Huang, Bo Liu, Hongli Wang and Jinqiang Yang, The North American Journal of Economics and Finance, Forthcoming (SSCI，ABS二星)

[13]“Robust consumption and portfolio choices with habit formation,” Tongtong Li, Shibo Wang and Jinqiang Yang, Economic Modelling, Forthcoming (SSCI，ABS二星)

[14]“The impact of debt restructuring on firm investment: Evidence from China,” Jinglu Jiang, Bo Liu and Jinqiang Yang, Economic Modelling, Forthcoming (SSCI，ABS二星)

[15]“Robust stimulus of private investment: tax rate cut or investment subsidy?” Yingjie Niu, Jinqiang Yang and Siqi Zhao, International Journal of Economic Theory, Forthcoming (SSCI)

[16]“Investment and capital structure decisions under strategic debt service with positive externalities,” YingxianTan, Pengfei Luo, Jinqiang Yang and Aifan Ling, Finance Research Letters, Forthcoming (SSCI，JCR一区)

[17]“A Sino-US comparative analysis of the hi-tech entrepreneurial model,”  Huihong, Shi, Congming Mu, Wenli Huang and Jinqiang Yang, Economic Modelling, 2021, 94, 953-966(SSCI，ABS二星)

[18]“Hedge  fund’s dynamic leverage decisions under time-inconsistent preferences,”  Jiangyuan Li, Bo Liu, Jinqiang Yang and Zhentao Zou, European Journal of Operational Research, 2020, 284(2): 779-791 (SSCI，ABS四星)

[19]“Leverage and valuation of hedge funds under model uncertainty,” Yuxiang Bian, Xiong Xiong and Jinqiang Yang, European Journal of Finance, 2020,26(17):1798-1816 (SSCI，ABS三星)

[20]“Time-Varying Risk of Rare Disasters, Investment and Asset Pricing,” Bo Liu, Yingjie Niu, Jinqiang Yang and Zhentao Zou, Financial Review, 2020, 55(3): 503-524 (ABS三星)

[21]“Investment Timing with Information-processing constraints,” Congming Mu, Jinqiang Yang andYuhua Zhang, Finance Research Letters, 2020,32:2-6 (SSCI，ABS二星)

[22]“Optimal investment and financing with a bank-tax-interaction,” Biao Chen, and Jinqiang Yang, Finance Research Letters, 2020, 35: 1-17#101282 (SSCI，JCR一区)

[23]“Optimal  Contracting, Corporate Finance, and Valuation with Inalienable Human  Capital,” Patrick Bolton, Neng Wang and Jinqiang Yang, Journal of Finance, 2019, 74(3): 1363-1429 (国际顶尖金融学期刊，SSCI)

[24]“Real  options maximizing survival probability under incomplete markets,”  Jinglu Jiang, Congming Mu, Juan Peng, Jinqiang Yang, Quantitative Finance, 2019, 19(11): 1921-1931 (SSCI，ABS三星)

[25]“Portfolio Choice with Skewness Preference and Wealth-Dependent Risk Aversion” Congming Mu, Weidong Tian and Jinqiang Yang, Quantitative Finance, 2019, 19(11): 1905-1919(SSCI，ABS三星)

[26]“Real  options under a double exponential jump-diffusion model with regime  switching and partial information,” Pengfei Luo, Xiong Xie, Jinqiang  Yang and Zhaojun Yang, Quantitative Finance, 2019, 19(6): 1061-1073 (SSCI，ABS三星)

[27]“Investment-based optimal capital structure,” Jinglu Jiang, Xin Xia, and Jinqiang Yang, Applied Economics, 2019, 51(9): 972-981(SSCI，ABS二星)

[28]“Investment, Tobin's q, and interest rates,” Xiaoji Lin, Chong,Wang, Neng Wang and Jinqiang Yang,Journal of Financial Economics, 2018,130: 620-640 (国际顶尖金融学期刊，SSCI)

[29]“Ambiguity sharing and the lack of relative performance evaluation,” Yaoyao Wu, Jinqiang Yang and Zhentao Zou, Economic Theory, 2018, 66: 141–157 (理论经济学一流期刊，ABS三星)

[30]“Investment timing and optimal capital structure under liquidity risk,” Huamao Wang, Qing Xu and Jinqiang Yang, European Journal of Finance, 2018, 11: 889–908 (SSCI，ABS三星)

[31]“Optimal Ownership Structure in Private Equity,” Bo Liu, Yang Liu and Jinqiang Yang, European Financial Management, 2018, 24: 113-135 (SSCI，ABS三星)

[32]“Optimal consumption-portfolio rules with biased beliefs,” Shehong Hou, Yingjie Niu, and Jinqiang Yang, Economics Letters, 2018,173: 152-157 (SSCI，ABS三星)

[33]“Investment and Exit under Uncertainty with Utility from Anticipation,” Jianjun Du, Jinqiang Yang and Zhentao Zou, International Review of Finance, 2018, 18(3): 359–377 (SSCI)

[34]“Optimal capital structure and credit spread under incomplete information,” Bo Liu, Yang Liu, Juan Peng and Jinqiang Yang, International Review of Economics and Finance, 2017,49, 596-611 (SSCI, JCR一区)
[35]“Dynamic corporate investment and liquidity management under model uncertainty,” Yaoyao Wu, Jinqiang Yang and Zhentao Zou, Economics Letters, 2017, 155, 9-13 (SSCI，ABS三星)

[36]“Idiosyncratic risk, the private benefits of control and investment timing,” Chunhui Wen, Xin Xia and Jinqiang Yang, Economics Letters, 2017, 153, 65-71(SSCI，ABS三星)

[37]“Liquidity default, liquidity management and smooth dividends policy,” Bo Liu, Qing Xu, Jinqiang Yang and Shunchen Zhang, Applied Economics, 2017, 56(49), 5728-5739 (SSCI)

[38]“Real option with liquidity constraints under secondary debt illiquidity risk market,” Qing Xu and Jinqiang Yang, Finance Research Letters, 2017, 21, 57-65(SSCI)

[39]“Dynamic agency and investment theory with time-inconsistent preferences,” Bo Liu, Congming Mu and Jinqiang Yang, Finance Research Letters, 2017, 20, 88-95(SSCI)

[40]“Financing constraints and the use of performance-sensitive debt,” Bo Liu, Xin Xia and Jinqiang Yang, The North American Journal of Economics and Finance, 2017, 40, 73–84(SSCI)

[41]“Optimal capital structure with moral hazard,” Congming Mu, Anxing Wang and Jinqiang Yang, International Review of Economics and Finance, 2017, 48, 326-338(SSCI, JCR一区)

[42]“Optimal consumption and savings with stochastic income and recursive utility,” Wang Chong, Neng Wang and Jinqiang Yang, Journal of Economic Theory, 2016, 165, 292–331(国际一流经济学期刊，SSCI)

[43]“Time-inconsistent preferences, investment and asset pricing,” Bo Liu, Lei Lu, Congming Mu and Jinqiang Yang, Economics Letters, 2016, 148, 48-52(SSCI，ABS三星)

[44]“Optimal contract theory with time-inconsistent preferences,” Hong li, Congming Mu and Jinqiang Yang, Economic Modelling, 2016, 52, 519–530(SSCI)

[45]“Dynamic investment, capital structure, and debt overhang,” Suresh Sundaresan, Neng Wang and Jinqiang Yang, Review of Corporate Finance Studies, 2015, 4, 1-42, Editor's Choice (lead article) (国际一流金融学期刊，RFS子刊)

[46]“Optimal Investment of Private Equity,” Yang Liu and Jinqiang Yang, Finance Research Letters, 2015, 14, 76–86(SSCI)

[47]“Valuing private equity,” Morten Sorensen, Neng Wang and Jinqiang Yang, Review of Financial Studies, 2014, 27(7), 1977-2021(国际顶尖金融学期刊，SSCI)

[48]“The economics of hedge funds,” Yingcong Lan, Neng Wang and Jinqiang Yang, Journal of Financial Economics, 2013, 110(2), 300-323(国际顶尖金融学期刊，SSCI)

[49]“Arbitrage-free interval and dynamic hedging in an illiquid market,” Jinqiang Yang and Zhaojun Yang, Quantitative Finance, 2013, 13(7), 1029-1039(SSCI，ABS三星)

[50]“High-water  marks and hedge fund management contracts with partial information,”  Dandan Song, Jinqiang Yang and Zhaojun Yang, Computational Economics, 2013, 42(3), 327-350(SSCI)

[51]“A unified model of entrepreneurship dynamics,” Chong Wang, Neng Wang and Jinqiang Yang, Journal of Financial Economics, 2012, 106(1), 1-23 (lead article) (国际顶尖金融学期刊，SSCI)

[52]“Consumption  utility-based pricing and timing of the option to invest with partial  information,” Jinqiang Yang and Zhaojun Yang, Computational Economics, 2012, 39(2), 195-217(SSCI)

[53]“全要素生产率、产能利用率与企业金融资源配置——基于中国上市企业委托贷款公告数据的经验分析”公衍磊，邓辛，杨金强，金融研究, 2020, 481(7):57-74

[54]“基于过度外推的资产定价”彭涓，母从明，朱小能，杨金强，管理科学学报, 2020, 23(8):19-32

[55]“融资约束下或有可转债对企业投资的影响,” 夏鑫,杨金强,管理科学学报, 23(5):13-23

[56]“股权收购（Buyouts）的债务估值和违约决策,”母从明, 刘洋, 周元祺, 杨金强, 中国管理科学 ,2020, 28(2): 25-36

[57]“高能耗企业绿色转型技术的实物期权选择路线,” 周远祺，杨金强，刘洋，系统工程理论与实践, 2019, 39(1): 19-35

[58]“竞争之于银行信贷结构调整是双刃剑吗？” 余晶晶,刘莉亚,杨金强, 朱小能，经济研究,2017, 5, 131-145

[59]“非完备市场下控制权私利和公司资本结构,” 夏鑫, 杨金强, 中国管理科学, 2017, 25(10), 31-41

[60]“现金流不确定性与企业创新,” 刘波, 李志生, 王泓力, 杨金强, 经济研究, 2017, 3, 166-180

[61]“基于过度外推的最优投资与消费策略,” 彭涓, 靳玉英, 杨金强, 管理科学学报, 2017, 3, 56-62

[62]“生产率与企业并购：基于中国宏观层面的分析,” 刘莉亚, 何彦林, 杨金强. 经济研究，2016, 3, 123-136

[63]“中国银行业净息差与非利息收入的关系研究,”刘莉亚, 李明辉, 孙莎, 杨金强, 经济研究，2014, 7: 110-124

[64]“最优消费投资与破产保护,” 杨金强,杨招军, 系统工程理论与实践, 2013, 33(4), 853-860

[65]“资本管制能够影响国际资本流动吗？”刘莉亚, 程天笑, 关益众, 杨金强, 经济研究, 2013, 5, 33-46

[66]“排污约束下企业的投资与定价,” 范定祥，廖进中，杨金强, 系统工程理论与实践, 2012, 32(4), 860-866

[67]“部分信息下实物期权的定价和风险对冲,” 杨金强, 杨招军, 中国管理科学, 2011, 19(4), 9-16

[68]“最大化生存概率的投资策略,” 罗琰, 杨招军, 杨金强, 中国管理科学, 2009, 17(4), 46-52

动态公司金融，资产定价

[1]“A unified model of entrepreneurship dynamics,”北美华人金融协会(TCFA)“全球金融市场”最佳论文奖

[2]中国管理学青年奖

[3]科学中国人年度人物奖

[4]霍英东高校青年教师奖

[5]中国金融博物馆第三届青年金融学者奖

[6]“Investment under uncertainty and the value of real and financial flexibility,” 第十二届中国金融学年会一等奖

[7]上海市“领军人才”

[8]上海市“曙光计划”

[9]申万宏源奖教金优秀奖

[10]上海市社科新人

[11]“生产率与企业并购:基于中国宏观层面的分析,” 上海市第十四届哲学社会科学优秀成果二等奖

[12]“竞争之于银行信贷结构调整是双刃剑吗？” 上海市第十四届哲学社会科学优秀成果二等奖

[13]“Valuing private equity,” 上海市第十三届哲学社会科学优秀成果二等奖

[14]“中国银行业净息差与非利息收入的关系研究,” 上海市第十三届哲学社会科学优秀成果二等奖

[15]申万宏源奖教金特等奖

[16]“非完备市场下企业家的投资与消费问题,” 湖南省优秀博士论文奖

[17]上海财经大学“党员先锋岗”

[18]上海财经大学“英贤学者”

[19]“A unified model of entrepreneurship dynamics,” 上海财经大学第十九届中振科研基金优秀论文奖

[20]“The economics of hedge funds,” 上海财经大学第二十届中振科研基金优秀论文奖

[21]“Valuing private equity,” 上海财经大学第二十一届中振科研基金优秀论文奖

[22]“中外并蓄，培养中国特色金融投资人才,”上海财经大学教学成果奖一等奖

[23]第三届上海财经大学学术奖

[1]国家优秀青年科学基金项目，71522008，动态投融资与资产定价，2016.01-2018.12：已结项（基金委绩效评估“优秀”）。

[2]霍英东教育基金会第十五届高等院校青年教师基金，151086，2016.01-2018.12。

[3]国家自然科学基金面上项目，72072108，理性疏忽下的动态公司金融理论研究，2021.01-2024.12：在研。

[4]国家自然科学基金面上项目，71772112，融资约束下的动态公司金融理论研究，2018.01-2021.12：在研。

[5]国家自然科学基金青年项目，71202007，非完全市场下创业企业的投融资、定价与风险管理，2013.01-2015.12：已结项（基金委绩效评估“特优”）。

[6]教育部“新世纪优秀人才支持计划”，NCET-13-0895，2014.01-2016.12：已结项。

[7]上海市教委科研创新项目，13ZS050，非完全市场下控股股东的动态投资和公司定价，2012.07-2014.12：已结项。

[8]上海市“晨光计划”，12CG44，部分信息下企业投融资决策与定价研究，2013.01-2015.12：已结项。