工作经历 2013年-2018年 上海大学 管理学院 讲师 2019年-至今 华东师范大学 统计交叉科学研究院 研究员 教育经历 中国科学技术大学本科, 香港中文大学博士

行为金融与金融工程，统计方法在金融与管理决策中的应用等交叉领域

管理科学与工程学会，理事 运筹学会金融工程与风险管理分会 常务理事 管理科学与工程学会金融和风险管理研究会 理事 国家自然科学基金项目同行评议专家

Y. Shi, X. Y. Cui, J. Yao and D. Li, 2015, Dynamic Trading with Reference Point Adaptation and Loss Aversion，Operations Research, 63(4), 789-806, SCI/SSCI. Y. Shi, N. G. Hall and X. Y. Cui, 2023, Work More Tomorrow: Resolving Present Bias in Project Management, Operations Research, 71(1), 314-340. Y. Shi, X. Y. Cui and X. Y. Zhou, 2023, Beta and coskewness pricing: Perspective from probability weighting, Operations Research, online,https://doi.org/10.1287/opre.2022.2421 石芸，芮灏，周勇, 2022, 概率扭曲与A股市场风险定价, 管理科学学报, 25(10), 76-95. Y. Shi, X. Y. Cui and D. Li, 2015, Discrete-time Behavioral Portfolio Selection under Prospect Theory, Journal of Economic Dynamics and Control, 61, 283-302, SSCI. X. Y. Cui, D. Li and Y. Shi (Corresponding author), 2017, Self-coordination in Time Inconsistent Stochastic Decision Problems: A Planner-doer Game Framework, Journal of Economic Dynamics and Control, 75, 91-113, SSCI. X. Y. Cui and Y. Shi (Corresponding author) and X. Lu，2017, Alleviating Time Inconsistency via a Competition Scheme, Naval Research Logistics, 64(5), SCI. X. Y. Cui, D. Li, X. Li and Y. Shi (Corresponding author), 2017, Time Consistent Behavioral Portfolio Policy for Dynamic Mean-variance Formulation, Journal of the Operational Research Society, 68, 1647-1660, SCI/SSCI. Y. Shi, X. Li and X. Y. Cui, 2017, Better than Pre-committed Optimal Mean-Variance Policy in a Jump Diffusion Market, Mathematical Methods of Operations Research, 85, 3, 327-347, SCI. W. P. Wu, J. J Gao, D. Li and Y. Shi, 2019, Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise, IEEE Transactions on Automatic Control, 64(5), 1999-2012, SCI(一区). X. Y. Cui, J. J. Gao, Y. Shi (Corresponding author), and S.S. Zhu, 2019, Time-Consistent Strategy and Self-Coordination Strategy for Multi-period Mean-Conditional Value-at-Risk Portfolio Selection, European Journal of Operational Research, 276(2), 781-789, SCI(一区), ABS grade 4. X. Y. Cui, J. J. Gao, and Y. Shi (Corresponding author) 2021, Multi-period mean-variance portfolio optimization with management fees, Operational Research, 21, 1333-1354, SCI. Y. Shi, 2022, Timing Prediction Error Volatility and Dynamic Asset Allocation, Journal of Systems Science and Systems Engineering, 31, 111-130. SCI. Y. Shi, D. Li, and X. Y. Cui, 2023 Time Consistent in Efficiency Dynamic Mean-Variance Policy. Journal of the Operational Research Society, 74(1), 195-208. X. Y. Cui, D. Li, Y. Shi(Corresponding author), and M. J. Zhu, 2023, Hybrid strategy in multiperiod mean-variance framework. Optimization Letters, 17, 493-509, SCI.