教育背景
博士学位 美国佐治亚大学泰瑞色情导航
金融学与银行学系,1998年8月至2004年12月
博士论文 Nondominated Sets and Surfaces in Portfolio Theory in Finance and Multiple Criteria Optimization 博士生导师: Professor Ralph E. Steuer, Department of Banking and Finance, Terry College of Business Administration, University of Georgia, USA 硕士学位 南开大学经济学院经济学系,1993年9月至1996年6 月 学士学位 南开大学数学系,1988年9月至1992年7月
工作经历
1. 财务管理系教授,色情导航
,2007年10月至今。
2. 金融学教授、金融学研究员、博士生导师,套利基金研究所,摩纳哥国际大学,2006年9月-2007年6月。
3. 北美市场调研员,中南实业有限公司,深圳市,2005年1月至2006年8月。
4. 管理部副部长,中南实业有限公司,深圳市,1996年7月至1998年7月。
5. 系统分析员,深港运输实业有限公司,深圳市,1992年7月至1996年6月。
获奖成果
1. Dissertation Completion Award, Graduate School, University of Georgia 2002-2003.
2. Scholarship, International Summer School on Multiple Criteria Decision Aid, University of Montreal, Canada, May, 2003.
3. Teaching/Research Assistantship, University of Georgia 2003-2004 and 1998-2002.
4. Comer Fellowship, Terry College of Business, University of Georgia 1998-1999.
期刊及文集论文
- Qi, Y., Steuer, R.E. (2018), On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection, Annals of Operations Research (SCI), tentatively recommended for publication.
- Qi, Y. (2018), On outperforming social-screening-indexing by multiple-objective portfolio selection, Annals of Operations Research (SCI), Volume 267, Issue 1-2, pp. 493–513.
- Qi, Y., Zhang, Y., Ma, S. (2018), Parametrically Computing Efficient Frontiers and Reanalyzing Efficiency-Diversification Discrepancies and Naive Diversification, Information Systems and Operational Research Journal (SCI), forthcoming.
- Qi, Y., Wang, Z., Zhang, S. (2018), On analyzing and detecting multiple optima of portfolio optimization, Journal of Industrial and Management Optimization (SCI), Vol. 14, No. 1, pp. 309-323.
- Qi, Y. (2017), On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives, Central European Journal of Operations Research (SCI), Vol. 25, No. 1, pp. 145-158.
- Qi, Y., Steuer, R.E., and Wimmer, M. (2017), An analytical derivation of the efficient surface in portfolio selection with three criteria, Annals of Operations Research (SCI), Vol. 251, No. 1-2, pp. 161–177.
- Peng, X., Tian, S., and Qi, Y.(2017), A Policy-Risk Analysis of China's B-Share Discounts and Investment Strategies, International Journal of Management Theory and Practices, forthcoming.
- Peng, X., Alam, P., Liu, F., and Qi, Y.(2015), Legal Origin, Investor Perception, and Pricing of Accruals for Cross-listed Firms, Advances in Quantitative Analysis of Finance and Accounting, Vol.13, pp253-283.
- Peng, X., Alam, P., and Qi, Y.(2014), The cost of capital effects of accruals quality before and after restatements – a revisit of Francis et al. (2005) in a restatement setting, Advances in Quantitative Analysis of Finance and Accounting, Vol.12, pp.1-25.
- Qi, Y., Huang, J., and Peng, X. (2013), Does supply-demand law work for ICBC’s stock price? Emerald Emerging Markets Case Studies, Vol. 3, No.3, pp. 1-20.
- Hirschberger, M., Steuer, R. E., Utz, S., Wimmer, M., and Qi, Y. (2013), Computing the nondominated surface in tri-criterion portfolio selection, Operations Research (SCI), Vol. 61, No.1, pp. 169-183.
- Qi, Y., Wu, F., Peng, X., and Steuer, R.E. (2013), Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms, Journal of Multi Criteria Decision Analysis, Vol. 20, No.3-4, pp. 127–139.
- Steuer, R. E., Qi, Y., and Hirschberger, M. (2011), Comparative issues in large-scale mean–variance efficient frontier computation, Decision Support Systems (SCI expanded), Vol. 51, pp.250-255.
- Qi, Y., Peng, X., Li, M. (2010), Removing the Necessity of Simplifications in Large-scale Portfolio Selection, Nankai Business Review International, Vol. 1, No. 1, pp.20-38.
- Hirschberger, M., Qi, Y. and Steuer, R. E. (2010), Large-Scale MV Efficient Frontier Computation via a Procedure of parametric quadratic programming, European Journal of Operational Research (SCI expanded), Vol. 204, pp.581-588.
- Qi, Y., Hirschberger, M. and Steuer, R. E.(2009), Dotted Representations of Mean-Variance Efficient Frontiers and their Computation, Information Systems and Operational Research Journal (SCI expanded), Vol. 47, No. 1, pp.15-22.
- Steuer, R. E., Qi, Y. and Hirschberger, M. (2008), Portfolio Selection in the Presence of Multiple Criteria, In Zopounidis, C. and Doumpos, M. and Pardalos, P. M. (Eds), Handbook of Financial Engineering, Springer Verlag, Berlin.
- Hirschberger, M., Qi, Y. and Steuer, R. E. (2007), Randomly Generating Portfolio-Selection Covariance Matrices with Specified Distributional Characteristics, European Journal of Operational Research (SCI expanded), Vol. 177, No. 3, pp.1610-1625.
- Steuer, R. E., Qi,Y. and Hirschberger, M. (2007), Suitable Portfolio Investors, Nondominated Frontier Sensitivity, and Effects of Multiple Objectives on Portfolio Selection, Annals of Operations Research (SCI), Issue on Financial Optimization, Vol. 152, No. 1, pp.297-317.
- Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Portfolio Optimization: New Capabilities and Future Methods, Zeitschrift für Betriebswirtschaft (Journal of Business Administration, Germany), Vol. 76, No. 2, pp. 199-219.
- Steuer, R. E., Qi, Y. and Hirschberger, M. (2006), Developments in Multi-Attribute Portfolio Selection, In Trzaskalik, T. (Ed.), Multiple Criteria Decision Making '05, Karol Admmiecki University of Economics in Katowice, pp.251-262.
- Steuer, R. E., Qi, Y. and Hirschberger, M. (2005), Multiple Objectives in Portfolio Selection, Journal of Financial Decision Making, Vol. 1, No. 1, pp. 5-20.
- Steuer, R. E. and Qi, Y. (2002), Computational Investigations Evidencing Multiple Objectives in Portfolio Optimization, In Tanino, T., Tanaka, T., and Inuiguchi, M. (Eds.), Multi-Objective Programming and Goal-Programming, Springer Verlag, Heidelberg, pp. 35-44.
- 齐岳、汪小婷、张喻姝(2020),引入绿色基金参与高校绿色校园建设的探索研究,《未来与发展》,即将发表。
- 齐岳、张喻姝、张雨(2019),针对上市公司频繁违规的“多位一体”股票市场综合治理体系研究——以“长生生物”事件为警示,《未来与发展》,即将发表。
- 齐岳、廖科智(2018),政策因素、金融危机对中国股市波动性影响研究—基于ICSS-GARCH模型的分析,《系统工程》,即将发表。
- 齐岳、廖科智、刘欣、冯筱瑢(2018),创新创业背景下科技型中小企业融资模式研究——基于知识产权质押贷款ABS 模式的探讨,《科技管理研究》,即将发表。
- 齐岳、刘婧仪、吕良(2018), 十九大创新创业下科技中小企业科技金融效益指数研究——以天津市为例,《科技管理研究》,即将发表。
- 齐岳、赵晨辉、廖科智、王治皓(2018),绿色治理下生态文明评价指标体系研究及多目标决策探讨,《统计与决策》,即将发表。
- 齐岳、黄硕华(2018),基于深度强化学习DDPG算法的投资组合管理,《计算机与现代化》,2018年5月(总第273期), 93-99页。
- 齐岳、张艳慧、秦阳、吕良(2018), 十九大之国家治理下的京津冀产业定量研究, 《河北金融》,2018年7月(总第491期), 24-33页。
- 齐岳、张艳慧、秦阳、孙博(2018), 十九大之推进国家治理金融监管下国企反腐新论, 《中外企业家》,即将发表。
- 齐岳、孙 博、廖科智、刘欣(2018), 十九大之“防止国有资产流失”背景下国有企业反腐与公司治理完善——基于中央巡视组公告的事件研究, 《金融理论探索》,2018年8月(总第180期), 13-20页。
- 齐岳、侯席培 (2017), 住房居住属性下的房地产行业景气度与商业银行绩效研究,《金融与经济》,2017年12月(总第483期), 14-20页。
- 齐岳、张喻姝 (2018), 建设一流大学背景下投资组合理论与管理课程构建研究与探索,《金融教育研究》,31卷,66-73页。
- 齐岳、张雨、郭冉(2018), 十九大之促进一带一路下金融高等教育的分析 ——以天津市为例,《经营与管理》,总第411期, 138-149页。
- 齐岳、张权生、马宇哲(2018), 十九大之新时代下地方钢铁企业战略管理研究——以天津钢铁为例,《中国商论》,2018年4月(总第750期), 7-11页。
- 齐岳、冯筱瑢、侯席培、李心宇(2018), 一带一路产业升级下的高等教育发展战略研究——以节点城市天津市为例,《未来与发展》,2018年6月(总第295期), 80-87页。
- 齐岳、 罗天奇、张天媛 科技金融背景下区域性股权交易所转板机制研究--以天津股权交易所为例,《未来与发展》,即将发表。
- 齐岳、金剑、张天媛(2018), 十九大人工智能背景下对PE投资的评估研究,《商业会计》, 2018年5月(总第634期), 7-11页。
- 齐岳、李晓琳(2018), "十三五"规划下电信运营商的财务绩效研究及展望—基于三大运营商取消长途漫游费的深入分析, 《商业会计》 , 2018年3月(总第629期), 13-19页。
- 齐岳、衣梦涵、王坚、冯筱瑢(2018), 建设世界级大学下的组建本科生学术团队研究,《河北农业大学学报》,2018年第20卷第3期,26-32页。
- 齐岳、冯筱瑢、叶炤君(2018), 十九大之创新创业下基于投贷联动的科技型中小企业融资研究,《中国商论》,2018年 7月(总第759期),48-53页。
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社会兼职
学术机构成员
1. The American Finance Association
2. Financial Management Association International
3. North American Economics Finance Association
4. Social Science Research Network
5. Euro Working Group on Financial Modeling
6. Institute for Operations Research and the Management Sciences
7. International Society on Multiple Criteria Decision Making
期刊评审员
1. Management Science (SSCI)
2. Naval Research Logistics (SCI)
3. European Journal of Operational Research (SCI Expanded)
4. Computers & Operations Research (SCI Expanded)
5. OR Spectrum (SCI Expanded)
6. Journal of Computational and Applied Mathematics