Yiwen Shen

Papers

Dynamic Information Regimes in Financial Markets
Coauthor(s): Paul Glasserman, Harry Mamaysky, Yiwen Shen
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Structural Estimation of Intertemporal Externalities on ICU Admission Decisions
Coauthor(s): Yiwen Shen, Carri W. Chan, Fanyin Zheng, Gabriel Escobar
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Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets
Coauthor(s): Chenxu Li, Olivier Scaillet, Yiwen Shen
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