Song Yao

20 papers and 243 indexed citations i.

Song Yao has authored 20 papers that have received a total of 243 indexed citations. This includes 18 papers in Finance, 9 papers in Management Science and Operations Research and 5 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (8 papers) and Economic theories and models (5 papers). Song Yao is often cited by papers focused on Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (8 papers) and Economic theories and models (5 papers) and collaborates with scholars based in United States, France and China. Song Yao's co-authors include Erhan Bayraktar, Sidney K. Wolfson, Jin Ma, Ying Hu and Ioannis Karatzas and has published in prestigious journals such as SIAM Journal on Control and Optimization, Stochastic Processes and their Applications and The Annals of Applied Probability