Biography
Research & Achievement
Projects
Teaching
Portfolio management,mutual fund management,
Corporate governance of mutual funds
1998.8-2004.12, PhD in Department of Banking andFinance, 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, PortfolioTheory and Portfolio Management, graduate course for Master of FinancialEngineering Program and MBA Program, International University of Monaco, Monaco
2002, Mathematicsof Finance, graduate course, University of Georgia
2002, Mathematicsof Finance, undergraduate course, University of Georgia
Peer-Reviewed Journal Papers
2015
[1] Qi, Y. On the criterionvectors of lines of portfolio selection with multiple quadratic and multiplelinear 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 selectionwith three criteria. Annals of Operations Research. (forthcoming)
[3] Peng,X., Alam, P., Liu, F., Qi, Y. LegalOrigin, Investor Perception, and Pricing of Accruals for Cross-listed Firms, Advancesin 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 CaseStudies. 2013, Vol. 3, No.3:1-20.
[2] Hirschberger,M., Steuer, R. E., Utz, S., Wimmer, M., Qi, Y. Computing the no dominatedsurface 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 ObjectivePortfolio Selection and Genetic Algorithms. Journal of Multi CriteriaDecision 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. DecisionSupport Systems. 2011, Vol. 51:250-255.
2010
[1] Qi, Y., Peng, X., Li,M, Removing the Necessity of Simplifications in Large-scale Portfolio Selection. NankaiBusiness Review International. 2010, Vol. 1, No. 1:20-38.
[2] Hirschberger,M., Qi, Y, Steuer, R. E, Large-ScaleMV Efficient Frontier Computation via a Procedure of parametric quadraticprogramming. European Journal of Operational Research.2010, Vol. 204:581-588.
Books and Chapters
[1] Qi, Y. Extensionsand Breakthroughs of Portfolio Management. Beijin: Economic Science Press, 2007.
[1] 2014-Present,Humanities & Social sciences project by Ministry of Education. Fundmanagement and protection of fund investors’ interests (PI)
[2] 2012- Present,National Natural Science Foundation. Research on corporate governance oncross-listing companies (Research on corporate governance and evaluation on multinationalcompanies in China) (PI)
[3] 2011- Present,National Social Sciences Fund. Research on perfect corporate governance onstate-owned security companies (sub-project of “research on perfect corporategovernance 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 investmentstrategy, market efficiency (PI)
[5] 2009- Present,Humanities & Social sciences project by Ministry of Education. Research onsocial responsibility of Chinese companies based on multi-object portfolioselection and how it influences assets pricing and market efficiency (PI)
