Portfolio management, mutual fund management,
Corporate governance of mutual funds
1998.8-2004.12, PhD in Department of Banking and Finance, Terry College of Business Administration, University of Georgia
1993.9-1996.6, Mater in Department of Economics, College of Economics, Nankai University
1998.9-1992.7, Bachelor in Department of Mathematics, Nankai University
2006, Portfolio Theory and Portfolio Management, graduate course for Master of Financial Engineering Program and MBA Program, International University of Monaco, Monaco
2002, Mathematics of Finance, graduate course, University of Georgia
2002, Mathematics of Finance, undergraduate course, University of Georgia
Peer-Reviewed Journal Papers
2015
[1] Qi, Y. On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives. Central European Journal of Operations Research. (forthcoming)
[2] Qi, Y., Steuer, R.E., Wimmer, M. An analytical derivation of the efficient surface in portfolio selection with three criteria. Annals of Operations Research. (forthcoming)
[3] Peng, X., Alam, P., Liu, F., Qi, Y. Legal Origin, Investor Perception, and Pricing of Accruals for Cross-listed Firms, Advances in Quantitative Analysis of Finance and Accounting. 2015, Vol.13:253-283.
2013
[1] Qi, Y., Huang, J., Peng, X. Does supply-demand law work for ICBC’s stock price? Emerald Emerging Markets Case Studies. 2013, Vol. 3, No.3:1-20.
[2] Hirschberger, M., Steuer, R. E., Utz, S., Wimmer, M., Qi, Y. Computing the no dominated surface in tri-criterion portfolio selection. Operations Research. 2013, Vol. 61, No.1:169-183.
[3] Qi, Y., Wu, F., Peng, X., Steuer, R.E. Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms. Journal of Multi Criteria Decision Analysis. 2013, Vol. 20, No. (3-4): 127–139.
2011
[1] Steuer, R. E., Qi, Y., Hirschberger, M. Comparative issues in large-scale mean–variance efficient frontier computation. Decision Support Systems. 2011, Vol. 51:250-255.
2010
[1] Qi, Y., Peng, X., Li, M, Removing the Necessity of Simplifications in Large-scale Portfolio Selection. Nankai Business Review International. 2010, Vol. 1, No. 1:20-38.
[2] Hirschberger, M., Qi, Y, Steuer, R. E, Large-Scale MV Efficient Frontier Computation via a Procedure of parametric quadratic programming. European Journal of Operational Research.2010, Vol. 204:581-588.
Books and Chapters
[1] Qi, Y. Extensions and Breakthroughs of Portfolio Management. Beijin: Economic Science Press, 2007.
[1] 2014-Present, Humanities & Social sciences project by Ministry of Education. Fund management and protection of fund investors’ interests (PI)
[2] 2012- Present, National Natural Science Foundation. Research on corporate governance on cross-listing companies (Research on corporate governance and evaluation on multinational companies in China) (PI)
[3] 2011- Present, National Social Sciences Fund. Research on perfect corporate governance on state-owned security companies (sub-project of “research on perfect corporate governance on state-owned financial institutions) (PI)
[4] 2010- Present, Scientific Research Staring Foundation for Returned Overseas Chinese Scholars, Ministry of Education of China. Research on portfolio management, fund investment strategy, market efficiency (PI)
[5] 2009- Present, Humanities & Social sciences project by Ministry of Education. Research on social responsibility of Chinese companies based on multi-object portfolio selection and how it influences assets pricing and market efficiency (PI)