Yiwen Shen

RESEARCH INTERESTS

• Empirical modeling, data-driven decision making, healthcare operations
• Asset pricing, information dynamics, financial engineering

Education

• Doctor of Philosophy - PhD Columbia Business School (2016 — 2021)
• Master of Philosophy - MPhil Columbia Business School (2016 — 2019)
• Master of Science - MS Columbia University in the City of New York (2014 — 2015)
• Bachelor of Science - BS Peking University (2010 — 2014)

Companies

• Assistant Professor HKUST Business School (2021)
• PhD Student Columbia Business School (2016 — 2021)
• Off-cycle Research Capital Fund Management (CFM) (2020 — 2021)
• Intern Analyst Cubist Systematic Strategies (2018 — 2018)
• Intern Analyst Bank of America Merrill Lynch (2017 — 2017)
• Full-time Analyst Morgan Stanley (2016 — 2016)

REVIEW ARTICLES

• SHEN, Y., CHAN, C., ZHENG, F. and ESCOBAR, G., "Structural Estimation of Intertemporal Externalities on ICU Admission Decisions", submitted.
• SHEN, Y., Glasserman, P. and Mamaysky, H., "Dynamic Information Regimes in Financial Markets", Management Science, major revision.
• SHEN, Y. and SHI, M., "Index-based Investing and Intraday Stock Dynamics", Management Science, reject & resubmit.
• SHEN, Y., LI, C., and SCAILLET, O., "Wealth Effect on Portfolio Allocation in Incomplete Markets", working paper.

FUNDED PROJECTS

ONGOING PROJECTS

• Operating Room Scheduling with Effects of Surgeon’s Daily Workload, with Carri Chan, Fanyin Zheng
• Pricing Model for Credit Default Swaps with Text Data, with Harry Mamaysky and Hongyu Wu

HONORS

• Second place in INFORMS HAS Paper Competition, 2021
• Chazen Research Grant, Columbia University, 2020
• Paul & Sandra Montrone Doctoral Fellowship, Columbia University, 2019, 2020
• Deming Doctoral Research Fellowship, Columbia University, 2019
• Silver Medalist in China Physics Olympiad, 2009