发布开云手机在线登陆入口-开云(中国):2021-06-10
Time | University Specialty | Degree/ Position |
October 2001-April 2002 | University of Konstanz in Germany | Post-doc research fellow (finance) |
September, 1999-September 2001 | Nanyang Technological University in Singapore | Post-doc research fellow (finance) |
September 1993-January 1999 | management science and engineering Tianjin University | Ph.D |
September 1987-March 1990 | systems engineering Tianjin University | M.S |
July 2012-present | College of Management and Economics Tianjin University | Associate dean |
March 2005-present | Engineering Economics and Quantitative Economics Research,Tianjin University | Director of Institute |
June 2002-present | School of Management ianjin University | professor |
September 2004-July 2005 | University of Michigan | Visiting Research Scholar |
November 1994-present | Tianjin University School of Management | associate professor |
March 1990-October 1994 | Department of Engineering Economics and Systems Engineering,Tianjin University | assistant professor |
[1] Feasible policies and countermeasures for price stabilization in China, (chapter 2), Beijing: Science Press, 2011.
[2] Quantitative analysis for management, (translation), Beijing: Peking university press, 2010.
[3] Statistics for business and economics with Excel, (translation), Beijing: Peking university press, 2011.
[4] Applied managerial operations research, (chapter 8,9,10), Tianjin: Tianjin university press, 1995.
[1] Yang baochen, Liao shan, Su yunpeng. Bonds Portfolio Risk Management Based on Interest Rates Term Structure Forecasting. Journal of financial research, 2012, (10): 86-96.
[2] Yang Baochen, Su yunpeng. Regime switching in risk premium dynamics of SHIBOR. Journal of systems engineering, 2012, 27(2):1-7.
[3] Yang baochen, Su yunpeng. Generalized Heath-Jarrow-Morton model with stochastic volatility and correlated factors. Journal of management sciences in China, 2011,14(9): 77-85.
[4] Wang keliang, Yang baochen, yang li. China’ s Provincial Energy Efficiency Measurement based on DEA and Directional Distance Function. Chinese Journal of management, 2011, 8(3): 456-463.
[5] Yang baochen, Li jingjing. The panel cointegration test with structural changes based on the bootstrap. Journal of technology and quantitative economics, 2012, (9):151-160.
[6] Wang keliang, Yang baochen, Yang li. Measurement Model and Empirical Study of China’s Provincial Environmental Efficiency of Energy Utilization. System engineering, 2011, 29(1): 8-15.
[7] Yang baochen, Chen yue. Grey Relational Decision-making Model Based on Variable Weight and TOPSIS Method. System Engineering, 2011, 29(6): 106-112.
[8] Wang Keliang, Yang baochen, Yang li. Study on China’s regional total- factor energy efficiency based on technology gap. Studies in Science of Science, 2011, 29(7):1021-1028.
[9] Chen haiyan, Yang Baochen. Testing the Unit Root of Panel Data with Structural Change based on LSTR Model. Journal of systems and management, 2011, 20(1): 16-21,39.
[10] Yang Baochen, Su yunpeng. Model calibration of HJM models based on UKF with application. Journal of management sciences in China, 2010, 13(4): 67-75.
[11] Li Biao, Yang Baochen. Research on warrant pricing based on optimal dynamical interest rate model. Journal of systems engineering. 2009, 24(3): 264-271.
[12] Yang baochen, Su Yunpeng. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches. Journal of systems and management, 2009, 18(3): 344-349.
[13] Yang Baochen, Li Biao. Empirical study of three factor HJM model based on forward rate decomposition technique. Journal of management sciences in China, 2008, 11(6): 112-121.
[14] Li Biao, Yang Baochen. An Optimal Estimation, Selection and Application of the Short-term Interest Rate Models for Stock Option. Journal of systems engineering, 2007, 25(5): 49-54.
[15] Yang baochen, Zhang yugui, Kang choongseok. Convexity based hedge with Treasury futures: Model and numerical analysis. Journal of management sciences in China, 2005,8(5): 38-45.
[16] Joseph Kang, Baochen Yang. A Model for Convexity-Based Cross-Hedges with Treasury Futures. Journal of Fixed Income. 2005.15(3): 68-79.
[1] Scientific and Technological Advancement Awards (third place), Tianjin Scientific and Technological Committee, 2006.
[2] Tianjin Outstanding Achievements Award in Social Sciences (third place), Tianjin Municipal Government, 2004.
[3] Best paper award in the 13th Australasian Finance and Banking Conference, December, 2000, Australia.
[4] Scientific and Technological Advancement Awards (third place), State Bureau of Environmental Protection, 1997.
[1] Pricing and risk management of defaultable bond based on Heath-Jarrow-Morton model with stochastic volatility, granted by NSFC(71171144),2012,1-2015,12.
[2] Carbon market simulation and development strategy of China, granted by national key technology R&D program(2012BAC20B12),2012,1-2015,12.
[3] Pricing and risk management of fixed income securities based on Heath-Jarrow-Morton model, granted by NSFC(70771075),2008,1-2010,12.
[4] Risk assessment of oversea resources development projects, granted by national key technology R&D program(2006BAB08B01)2006,1-2010,12.
[5] Risk pricing for fixed income securities: theory and application, granted by new century talents program of MOE(NCET-08-0397),2009,1-2011,12.
[6] Price volatility, transmission mechanism and countermeasures under economic globalization, granted by NSFC(70841020), 2008, 11-2009, 10.
Comparison of stock market volatility in China, Europe and US, granted by Sino-Finnish governmental S&T cooperation program, 2005, 1-2006, 12.
[1] Examiner, Tianjin Municipal Academic Degree Commission
[2] Standing Fellow, China Technological Economics Society
[3] Associate director, Tianjin Quantitative Economics Society
[4] Fellow, Tianjin Finance Association
[5] Editorial board member, Technology Economics Journal
[6] Referee, National Natural Science Foundation of China
[7] Referee, China Scholarship Council, MOE