►个人简介
姓名:易兰
职称:其他
Assistant Professor of Management School,Jinan University
金融学,数学双学士学位,中山大学
博士学位, 香港中文大学
►联系方式
Office: Room 704,Hui Quan Building
E-mail: tlyi@jnu.edu.cn
Research Interests:
Financial Engineering;
Corporate finance and financial management.
►研究兴趣
金融工程
财务管理;
投资组合管理和优化。
Recent Publications/发表论文:
L. Yi,Z. F. Li and D. Li,"Multi-Period Portfolio Selection for Asset-Liability Management with Uncertain Investment Horizon." Journal of Industrial and Management Optimization,Vol. 4,NO. 3,2008.
►Conferences/参加会议
9 – 12 Dec. 2005,International conference on Risk management Financial System Engineering,Guangzhou,China.
报告题目:Value at Risk under heavy-tailedness.
2006.5.27 - 2006.6.3,International workshop on Mathematical Finance and Insurance,Lijiang,China.
2007.12.12 - 2007.12.14,20th Australasian Finance and Banking Conference,Sydney,Australia.
报告题目: Dynamic Portfolio Selection with Stochastic Investment Horizon.
2008.7.15 - 2008.7.19,Bachelier Finance Society Fifth World Congress,London,UK.
报告题目: No-shorting Constrained Optimal Portfolio Selection.
►教学
高级财务管理
国际金融
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