Name: Yu Xiaojian
Title: Associate Professor
Office: Room 401, B10 North Building
Department: Department of Finance
Email: xjyu@scut.edu.cn
Research Fields: Financial Engineering, Financial Econometrics, Financial Risk Management
Courses Offered: Financial Risk Management, Securities Investment Analysis
Educational Background:
Ph.D. South China University of Technology
MA, South China University of Technology
BA., South China University of Technology
Major Publications:
Optimal Portfolio Strategy under Rolling Economic Maximum Drawdown Constraints,Mathematical Problems in Engineering，Volume 2014 (2014)，SCI
Asymptotic Normality of the Estimators for Fractional Brownian Motions with Discrete Data，ABSTRACT AND APPLIED ANALYSIS，Volume 2014 (2014)，SCI
