Navigation

  • About
  • Resume
  • Research Fields
  • Enrollment and Training
  • Course
  • Scientific
  • Academic Achievements
  • Honor
头像

Yun SHI

  • About

    • Department: 经济与管理学部
    • Gender: female
    • Post: A1516 Science Building, North Zhongshan Rd Campus
    • Graduate School: The Chinese University of Hong Kong
    • Degree: PhD
    • Academic Credentials: PhD
    • Tel:
    • Email: yshi@fem.ecnu.edu.cn
    • Office: Science Building A1516
    • Address: East China Normal University
    • PostCode: 200062
    • Fax:

    WorkExperience

    03/2019-now: Associate Professor, Faculty of Economics and Management, East China Normal University

    11/2013-01/2019: Assistant Professor, School of Management, Shanghai University


    Education

    2013, PhD, The Chinese University of Hong Kong, Hong Kong

    2009, M.Phil., University of Science and Technology of China, Hefei, China

    2006, B. A., University of Science and Technology of China, Hefei, China


    Resume

    Other Appointments

    Research Fields

    Behavioral Finance, Financial Engineering


    Enrollment and Training

    Course

    Undergraduate Courses: Behavioral Finance, Financial Engineering, Econometrics.

    Graduate Courses: Financial Derivatives, Financial Economics.


    Scientific

    Portfolio Selection and Asset Pricing under Probability Weighting, National Natural Science Foundation of China grants numbers 71971083（PI）, CNY 480000, 2020-2023.

    Methods of Complicated Data and Behavior Analysis and Their Applications in Economics and Management, National Natural Science Foundation of China grants numbers 71931004, CNY 2300000, 2020-2024.

    A New Framework for Time Inconsistency Issue based on Goal-setting and Self-control and its Applications, National Natural Science Foundation of China grants numbers 71601107（PI）, CNY 180000, 2017-2019.

    The Impacts of Option Trading on Underlying Stock Market, and its Applications in Portfolio Selection, Shanghai Pujiang Program Grant number 15PJC051（PI）, CNY 100000, 2015-2017.


    Academic Achievements

    Selected Publications:

    [1] 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, UTD24, ABS grade 4+.

    [2] 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(二区), ABS grade 3.

    [3] 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, ABS grade 3.

    [4] X. Y. Cui and Y. Shi (Corresponding author) and X. Lu，2017, Alleviating Time Inconsistency via a Competition Scheme,Naval Research Logistics, 64(5), 357-372, SCI, ABS grade 3.

    [5] 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(二区), ABS grade 3.

    [6] 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).

    [7] 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.


    Honor