Assistant Professor

Research Interests

Teaching

• MATH2511  Fundamentals of Actuarial Mathematics
• MATH6912Q  Reading Course: Basic Tools in Stochastic Control and Optimization

Selected Publications

  Article

1. Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers
   • Author(s): Qian, Shuaijie; Su, Xizhi; Zhou, Chao
   • Source: OPERATIONS RESEARCH, August 2024
   • Year: 2024


2. 金融中的变分不等式问题
   • Author(s): 戴民; 黄河清; 钱帅杰
   • Source: 中国科学 : 数学=SCIENTIA SINICA Mathematica, v. 54, (3), March 2024, p. 355-376
   • Year: 2024


3. Nonconcave Utility Maximization with Portfolio Bounds
   • Author(s): Dai, Min; Kou, Steven; Qian, Shuaijie; Wan, Xiangwei
   • Source: Management Science, v. 68, (11), November 2022, p. 8368-8385
   • Year: 2022


4. Penalty method for portfolio selection with capital gains tax
   • Author(s): Bian, Baojun; Chen, Xinfu; Dai, Min; Qian, Shuaijie
   • Source: Mathematical Finance, v. 31, (3), July 2021, p. 1013-1055
   • Year: 2021

  Conference paper

1. 'Bad News Principle' or 'Good News Principle'? An Investment Theory with Lags and Adjustment Costs
   • Author(s): Jiang, Wei; Qian, Shuaijie; Shen, Jialu
   • Year: 2022