Faculty Profiles - QIAN Shuaijie | The Hong Kong University of Science and Technology

Shuaijie QIAN
錢帥杰

PhD in Mathematics
National University of Singapore, 2020

Assistant Professor
Department of Mathematics

(852) 2358 7422
sjqian@ust.hk
Room 3488
Personal Web

ORCID

0000-0003-2692-4845

ResearcherID

IYQ-0082-2023

Scopus ID

57223005993

Research Interest Publications Teaching Assignment RPG Supervision

Research Interest

Financial mathematics
Control theory and stochastic systems
Financial engineering
FinTech

Publications

All Years 4 2024 1 2023 0 2022 2 2021 1 2020 0 2019 0

2024 1

金融中的变分不等式问题

中国科学 : 数学=SCIENTIA SINICA Mathematica, v. 54, (3), March 2024, p. 355-376
戴民; 黄河清; 钱帅杰
Article

2022 2

Nonconcave Utility Maximization with Portfolio Bounds

Management Science, v. 68, (11), November 2022, p. 8368-8385
Dai, Min; Kou, Steven; Qian, Shuaijie; Wan, Xiangwei
Article

'Bad News Principle' or 'Good News Principle'? An Investment Theory with Lags and Adjustment Costs

Jiang, Wei; Qian, Shuaijie; Shen, Jialu
Conference paper

2021 1

Penalty method for portfolio selection with capital gains tax

Mathematical Finance, v. 31, (3), July 2021, p. 1013-1055
Bian, Baojun; Chen, Xinfu; Dai, Min; Qian, Shuaijie
Article

Article 1

金融中的变分不等式问题

中国科学 : 数学=SCIENTIA SINICA Mathematica, v. 54, (3), March 2024, p. 355-376
戴民; 黄河清; 钱帅杰

Article 1

Nonconcave Utility Maximization with Portfolio Bounds

Management Science, v. 68, (11), November 2022, p. 8368-8385
Dai, Min; Kou, Steven; Qian, Shuaijie; Wan, Xiangwei

Conference paper 1

'Bad News Principle' or 'Good News Principle'? An Investment Theory with Lags and Adjustment Costs

Jiang, Wei; Qian, Shuaijie; Shen, Jialu

Article 1

Penalty method for portfolio selection with capital gains tax

Mathematical Finance, v. 31, (3), July 2021, p. 1013-1055
Bian, Baojun; Chen, Xinfu; Dai, Min; Qian, Shuaijie

No Publications

Teaching Assignment

2024-25 Fall 2 2023-24 Summer 0 2023-24 Spring 2 2023-24 Winter 0 2023-24 Fall 1 2022-23 Summer 0

MAFS5020	Advanced Probability and Statistics
MATH2511	Fundamentals of Actuarial Mathematics

MAFS6100N	Independent Project
MATH1014	Calculus II

MATH2511

Fundamentals of Actuarial Mathematics

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Doctor of Philosophy

DUAN, Yitian
Mathematics
QIAO, Guan
Mathematics

Research Interest

Publications

2024 1

2022 2

2021 1

Article 1

Article 1

Conference paper 1

Article 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Projects

From January 2022 to December 2024

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