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 3482
Personal Web

ORCID

0000-0003-2692-4845

ResearcherID

IYQ-0082-2023

Scopus ID

57223005993

Research Interest Publications Projects Teaching Assignment RPG Supervision

Research Interest

Financial mathematics
Control theory and stochastic systems
Financial engineering
FinTech

Publications

All Years 9 2026 3 2025 2 2024 1 2023 0 2022 2 2021 1

2026 3

Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs

Mathematics and Financial Economics
Qian, Shuaijie; Li, Jintao
Article

Lifetime portfolio and consumption choice with defined contribution plans

Finance and Stochastics
Dai, Min; Qian, Shuaijie; Qin, Ling; Xu, Jing
Article

Nonconcave Utility Maximization with Transaction Costs

SIAM Journal on Financial Mathematics, v. 17, (2), p. 406-449
Qian, Shuaijie; Yang, Chen
Article

2025 2

Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers

Operations Research, v. 73, (2), p. 664-671
Qian, Shuaijie; Su, Xizhi; Zhou, Chao
Article

Contextual Areas Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework

Operations Research, v. 73, (6), p. 2933-2952
Liu, Hong; Qian, Shuaijie; Xu, Jing
Article

2024 1

金融中的变分不等式问题

Scientia Sinica Mathematica, v. 54, (3), p. 355-376
Dai, Min; Huang, Heqing; Qian, Shuaijie
Article

2022 2

Nonconcave Utility Maximization with Portfolio Bounds

Management Science, v. 68, (11), 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

Paper presented at 2022 Midwest Finance Association Annual Meeting
Jiang, Wei; Qian, Shuaijie; Shen, Jialu
Conference paper

2021 1

Penalty method for portfolio selection with capital gains tax

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

Article 3

Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs

Mathematics and Financial Economics
Qian, Shuaijie; Li, Jintao

Lifetime portfolio and consumption choice with defined contribution plans

Finance and Stochastics
Dai, Min; Qian, Shuaijie; Qin, Ling; Xu, Jing

Nonconcave Utility Maximization with Transaction Costs

SIAM Journal on Financial Mathematics, v. 17, (2), p. 406-449
Qian, Shuaijie; Yang, Chen

Article 2

Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers

Operations Research, v. 73, (2), p. 664-671
Qian, Shuaijie; Su, Xizhi; Zhou, Chao

Contextual Areas Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework

Operations Research, v. 73, (6), p. 2933-2952
Liu, Hong; Qian, Shuaijie; Xu, Jing

Article 1

金融中的变分不等式问题

Scientia Sinica Mathematica, v. 54, (3), p. 355-376
Dai, Min; Huang, Heqing; Qian, Shuaijie

Article 1

Nonconcave Utility Maximization with Portfolio Bounds

Management Science, v. 68, (11), 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

Paper presented at 2022 Midwest Finance Association Annual Meeting
Jiang, Wei; Qian, Shuaijie; Shen, Jialu

Article 1

Penalty method for portfolio selection with capital gains tax

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

No Publications

Teaching Assignment

2026-27 Fall 1 2025-26 Summer 0 2025-26 Spring 3 2025-26 Winter 0 2025-26 Fall 2 2024-25 Summer 0

MATH2511

Fundamentals of Actuarial Mathematics

MAFS6100V	Independent Project
MATH2511	Fundamentals of Actuarial Mathematics
MATH4429	Credibility Theory and its Applications

MATH2511	Fundamentals of Actuarial Mathematics
MATH4996	Capstone Project in Financial and Actuarial Mathematics

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2023 to December 2026 (As of 10 September 2026)

Current RPGs

Doctor of Philosophy

GUO, Mingxin
Mathematics
DUAN, Yitian
Mathematics
QIAO, Guan
Mathematics

Projects

From January 2024 to December 2026

All Projects 1

No Projects.
Optimal Contract Design with Hidden Efforts: Theory and Computation via HJB Equations

隱性努力下的最優契約設計：HJB 方程的理論與計算 Leading

RGC - Early Career Scheme
Project Team (HKUST)
QIAN Shuaijie (Lead)
2026 -

Research Interest

Publications

2026 3

2025 2

2024 1

2022 2

2021 1

Article 3

Article 2

Article 1

Article 1

Conference paper 1

Article 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2023 to December 2026 (As of 10 September 2026)

Current RPGs

Projects

From January 2024 to December 2026

Your browser is out of date!