Documents disponibles écrits par cet auteur

Conditional coskewness in stock and bond markets / Jian Yang in Management science, Vol. 56 N° 11 (Novembre 2010) 

Public ISBD [article]  in Management science > Vol. 56 N° 11 (Novembre 2010) . - pp. 2031-2049 Titre : Conditional coskewness in stock and bond markets : Time-series evidence Type de document : texte imprimé Auteurs : Jian Yang, Auteur ; Yinggang Zhou, Auteur ; Zijun Wang, Auteur Année de publication : 2011 Article en page(s) : pp. 2031-2049 Note générale : Management Langues : Anglais (eng) Mots-clés : Regime  switching  Conditional  coskewness  Intertemporal  asset  pricing  Stock  and  bond  comovements Index. décimale : 658 Organisation des entreprises. Techniques du commerce Résumé : In the context of a three-moment intertemporal capital asset pricing model specification, we characterize conditional coskewness between stock and bond excess returns using a bivariate regime-switching model. We find that both conditional U.S. stock coskewness (the relation between stock return and bond volatility) and bond coskewness (the relation between bond return and stock volatility) command statistically and economically significant negative ex ante risk premiums. The impacts of stock and bond coskewness on the conditional stock and bond premiums are quite robust to various model specifications and various sample periods, and also hold in another major developed country (the United Kingdom). The findings also carry important implications for portfolio management. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/cgi/content/abstract/56/11/2031 [article] Conditional coskewness in stock and bond markets : Time-series evidence [texte imprimé] / Jian Yang, Auteur ; Yinggang Zhou, Auteur ; Zijun Wang, Auteur . - 2011 . - pp. 2031-2049. Management Langues : Anglais (eng) in Management science > Vol. 56 N° 11 (Novembre 2010) . - pp. 2031-2049 Mots-clés : Regime  switching  Conditional  coskewness  Intertemporal  asset  pricing  Stock  and  bond  comovements Index. décimale : 658 Organisation des entreprises. Techniques du commerce Résumé : In the context of a three-moment intertemporal capital asset pricing model specification, we characterize conditional coskewness between stock and bond excess returns using a bivariate regime-switching model. We find that both conditional U.S. stock coskewness (the relation between stock return and bond volatility) and bond coskewness (the relation between bond return and stock volatility) command statistically and economically significant negative ex ante risk premiums. The impacts of stock and bond coskewness on the conditional stock and bond premiums are quite robust to various model specifications and various sample periods, and also hold in another major developed country (the United Kingdom). The findings also carry important implications for portfolio management. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/cgi/content/abstract/56/11/2031

Forced convection heat transfer enhancement by porous pin fins in rectangular channels / Jian Yang in Journal of heat transfer, Vol. 132 N° 5 (Mai 2010) 

Public ISBD [article]  in Journal of heat transfer > Vol. 132 N° 5 (Mai 2010) . - pp. [051702-1/8] Titre : Forced convection heat transfer enhancement by porous pin fins in rectangular channels Type de document : texte imprimé Auteurs : Jian Yang, Auteur ; Min Zeng, Auteur ; Qiuwang Wang, Auteur Article en page(s) : pp. [051702-1/8] Note générale : Physique Langues : Anglais (eng) Mots-clés : Porous  pin  fun  channel  Forced  convection  Heat  transfer  enhancement  CFD  simulation Index. décimale : 536 Chaleur. Thermodynamique Résumé : The forced convective heat transfer in three-dimensional porous pin fin channels is numerically studied in this paper. The Forchheimer–Brinkman extended Darcy model and two-equation energy model are adopted to describe the flow and heat transfer in porous media. Air and water are employed as the cold fluids and the effects of Reynolds number (Re), pore density (PPI) and pin fin form are studied in detail. The results show that, with proper selection of physical parameters, significant heat transfer enhancements and pressure drop reductions can be achieved simultaneously with porous pin fins and the overall heat transfer performances in porous pin fin channels are much better than those in traditional solid pin fin channels. The effects of pore density are significant. As PPI increases, the pressure drops and heat fluxes in porous pin fin channels increase while the overall heat transfer efficiencies decrease and the maximal overall heat transfer efficiencies are obtained at PPI=20 for both air and water cases. Furthermore, the effects of pin fin form are also remarkable. With the same physical parameters, the overall heat transfer efficiencies in the long elliptic porous pin fin channels are the highest while they are the lowest in the short elliptic porous pin fin channels. DEWEY : 536 ISSN : 0022-1481 En ligne : http://asmedl.aip.org/vsearch/servlet/VerityServlet?KEY=JHTRAO&smode=strresults& [...] [article] Forced convection heat transfer enhancement by porous pin fins in rectangular channels [texte imprimé] / Jian Yang, Auteur ; Min Zeng, Auteur ; Qiuwang Wang, Auteur . - pp. [051702-1/8]. Physique Langues : Anglais (eng) in Journal of heat transfer > Vol. 132 N° 5 (Mai 2010) . - pp. [051702-1/8] Mots-clés : Porous  pin  fun  channel  Forced  convection  Heat  transfer  enhancement  CFD  simulation Index. décimale : 536 Chaleur. Thermodynamique Résumé : The forced convective heat transfer in three-dimensional porous pin fin channels is numerically studied in this paper. The Forchheimer–Brinkman extended Darcy model and two-equation energy model are adopted to describe the flow and heat transfer in porous media. Air and water are employed as the cold fluids and the effects of Reynolds number (Re), pore density (PPI) and pin fin form are studied in detail. The results show that, with proper selection of physical parameters, significant heat transfer enhancements and pressure drop reductions can be achieved simultaneously with porous pin fins and the overall heat transfer performances in porous pin fin channels are much better than those in traditional solid pin fin channels. The effects of pore density are significant. As PPI increases, the pressure drops and heat fluxes in porous pin fin channels increase while the overall heat transfer efficiencies decrease and the maximal overall heat transfer efficiencies are obtained at PPI=20 for both air and water cases. Furthermore, the effects of pin fin form are also remarkable. With the same physical parameters, the overall heat transfer efficiencies in the long elliptic porous pin fin channels are the highest while they are the lowest in the short elliptic porous pin fin channels. DEWEY : 536 ISSN : 0022-1481 En ligne : http://asmedl.aip.org/vsearch/servlet/VerityServlet?KEY=JHTRAO&smode=strresults& [...]

Rapid synthesis of uniform magnetic microspheres by combing premix membrane emulsification and in situ formation techniques / Jian Yang in Industrial & engineering chemistry research, Vol. 49 N° 13 (Juillet 2010) 

Public ISBD [article]  in Industrial & engineering chemistry research > Vol. 49 N° 13 (Juillet 2010) . - pp. 6047–6053 Titre : Rapid synthesis of uniform magnetic microspheres by combing premix membrane emulsification and in situ formation techniques Type de document : texte imprimé Auteurs : Jian Yang, Auteur ; Dong-Xia Hao, Auteur ; Cai-Xia Bi, Auteur Année de publication : 2010 Article en page(s) : pp. 6047–6053 Note générale : Industrial chemistry Langues : Anglais (eng) Mots-clés : Magnetic  Microspheres Résumé : Uniform magnetic poly(styrene-co-2-hydroxyethyl methacrylate) (PST-HEMA) microspheres were fabricated by a novel route combining premix membrane emulsification of double emulsion and an in situ magnetization technique. The fabrication involved, first, the preparation of uniform double W/O/W emulsions with ferrous ferric solution as the internal water phase and dichloromethane dissolved with PST-HEMA as the oil phase by premix SPG membrane emulsification. Then, the inner ferrous ferric solution was in situ magnetized into nanoparticles by adding the ammonia solution into the external water phase. This W/O/S emulsion was finally solidified into microspores by solvent evaporation. Results showed that the in situ magnetization technique could effectively overcome the encapsulation difficulties in traditional synthesis routes due to poorer affinity between iron oxide nanoparticles and polymer, and facilitated the enhancement of encapsulation efficiency with a high magnetization up to 14.23 emu/g. ISSN : 0888-5885 En ligne : http://pubs.acs.org/doi/abs/10.1021/ie902053u [article] Rapid synthesis of uniform magnetic microspheres by combing premix membrane emulsification and in situ formation techniques [texte imprimé] / Jian Yang, Auteur ; Dong-Xia Hao, Auteur ; Cai-Xia Bi, Auteur . - 2010 . - pp. 6047–6053. Industrial chemistry Langues : Anglais (eng) in Industrial & engineering chemistry research > Vol. 49 N° 13 (Juillet 2010) . - pp. 6047–6053 Mots-clés : Magnetic  Microspheres Résumé : Uniform magnetic poly(styrene-co-2-hydroxyethyl methacrylate) (PST-HEMA) microspheres were fabricated by a novel route combining premix membrane emulsification of double emulsion and an in situ magnetization technique. The fabrication involved, first, the preparation of uniform double W/O/W emulsions with ferrous ferric solution as the internal water phase and dichloromethane dissolved with PST-HEMA as the oil phase by premix SPG membrane emulsification. Then, the inner ferrous ferric solution was in situ magnetized into nanoparticles by adding the ammonia solution into the external water phase. This W/O/S emulsion was finally solidified into microspores by solvent evaporation. Results showed that the in situ magnetization technique could effectively overcome the encapsulation difficulties in traditional synthesis routes due to poorer affinity between iron oxide nanoparticles and polymer, and facilitated the enhancement of encapsulation efficiency with a high magnetization up to 14.23 emu/g. ISSN : 0888-5885 En ligne : http://pubs.acs.org/doi/abs/10.1021/ie902053u