姓名：徐玉红
学位：
办公地址：金融工程研究中心
毕业院校：
联系电话：
电子邮箱：yhxu@suda.edu.cn

个人简介 个人简介：Education and working experience
2016-02～National University of Singapore, Research Fellow
2015-07～2015.08 HKU, Research associate
2013-09～2014.08Universitéde Brest, France, Postdoctor
2013-08～Soochow University, associate professor
2009-09～2013.07Shandong University, Ph.D student supervised
by Prof.Shige Peng
-Google site
-?Google scholar
-Research gate



研究领域 研究领域：Research Interests
· Portfolio management (投资组合管理)
· Robo-advising （智能投顾）
· Reinforcement learning（强化学习）
·Market microstructure （市场微观结构）
· Economic models with incomplete information （不完全信息经济模型）
·Risk measurement （风险度量）
· Stochastic control &Game theory （随机控制&博弈论）
·Backward stochastic differential equation （倒向方程）



科研项目 科研项目：
科学研究(旧版)：Reviewer
Systems & Control Letters; StochasticProcesses and their Applications; Dynamic Games and Applications;Journal of Economic Dynamics & Control; Mathematical Reviews;Asia-PacificJournal of Operational Research; ESAIM: Control, Optimisation and Calculus of Variations,Asian Journal of Control, J of management sciences in China(管理科学学报).
Fellow
Association of ?Financial Engineering and Financial Risk Management?of Operational Research, China;
National Collaborative Innovation Center for Quantitative Calculation and Control of Financial Risk;
Meeting (co-)Organized
2016MFDP
2017MFDP



科技成果 软件著作 软件著作： 专利 专利：

论文 论文成果：Working Paper

5.Jia Guangyan, Xia Jianming, Xu Yuhong, Zhang Na,Arrow-Pratt Theory for Variational Preferences:A Continuous-Time Model, 1-32, Preprint.

4.Huang Weihuan, Ma Chenghu, Xu Yuhong, Large Shareholder Premium. 1-33, Preprint.
3.Kelly criterion under model uncertainty,1-29, Preprint.
2.Portfolio Selection with Contrarian Strategy, 1-26, Preprint.
1.Risk Measurement by G-Expected Shortfall， 1-20， Preprint.


Publication
12.Dai, Min and Jin, Hanqing and Kou, Steven and Xu, Yuhong, Robo-Advising: A Dynamic Mean-Variance Approach,1-20, forthcoming in Digital Finance.
11. Pei Ziting, Wang Xishun, Xu Yuhong, Yue Xingye,A Worst-Case Risk Measure by G-VaR, 1-32, forthcoming inActa Mathematicae Applicatae Sinica (English Series).
10.Dai Min, H Jin, Kou Steven, Yuhong Xu, A dynamic mean-variance analysis for log returns,1-52, Management Science,https://doi.org/10.1287/mnsc.2019.3493.
9.Jia Guangyan, Xu Yuhong,A note on g-concave function,Acta Mathematica Scientia. (2019), 39B(5): 1–8.
8.Lam C, Xu Yuhong, Yin, G, Dynamic portfolio selection without cash,Quantitative Finance,19(2),(2019), 313-326.
7.Xu,Yuhong.RobustValuation, Arbitrage Ambiguity and Profit& Loss Analysis.Journal of the Operations Research Society of China6.1 (2018): 59-83.
6.Xu Yuhong,Multidimensional dynamic risk measure via conditional g-expectation,Mathematical Finance ,26(3),(2016),638–673.
5.Xu Yuhong, An existence theorem for multidimensional BSDEs with mixed reflection, Comptes Rendus Mathematique, 354(11) (2016), 1101-1108.
4.C. Jimenez, M. Quincampoix, Y. H. Xu, Differential games with incomplete information on a continuum of initial positions and without Isaacs condition,Dynamic Games and Applications，March 2016,Volume 6,Issue1,pp 82–96
3. Buckdahn, M. Quincampoix, C. Rainer, Yuhong Xu, Differential games with asymmetric information and without Isaacs condition,1-21, International Journal of Game Theory，November 2016,Volume 45,Issue4,pp 795–816
2.Xu Yuhong,Stochastic maximum principle for optimal control with multiple priors,Systems & Control Letters,Volume 64, February 2014, Pages 114–118.
1.Xu Yuhong, Probabilistic solutions for a class of path-dependent HJB equations,Stochastic Analysis and Applications, 31(3) (2013), 440-459.





荣誉及奖励 荣誉及奖励：

开授课程 开授课程：课程教学：Stochastic Calculus for Finance;
Money, Banking, and Financial Markets;
Risk Management and Financial Institute;
Options, Futures and Other derivatives;

Useful links:
1.从实战经验来看，究竟如何才能做出赚钱的量化投资策略？

2. 所在团队：http://fineng.suda.edu.cn/cy/list.htm




招生信息 招生信息： 招生信息1：标准：做人厚道，做事认真，喜欢钻研。

欢迎欲保送/报考学术型硕士的同学咨询相关情况；欢迎已被录取的同学提前联系我学习。