Department of Mathematics, The Hong Kong University of Science and Technology
Clearwater Bay, Kowloon, Hong Kong
Email: sjqian@ust.hk
Education
National University of Singapore (Singapore) 2016.08 - 2020.11
Ph.D. in Quantitative Finance
Thesis: Non-concave portfolio optimization without the concavification principle
(Louis Chen Hsiao Yun Best Dissertation Prize, NUS)
Tsinghua University (Beijing, P.R.China) 2012.08 - 2016.07
B.S. in Mathematics and Applied Mathematics
Member of "Xuetang" Program, Tsinghua University
Papers (name with * if I am the corresponding author)
Baojun Bian, Xinfu Chen, Min Dai, and Shuaijie Qian (2021). "Penalty Method for Portfolio Selection with Capital Gains Tax". Volume 31, Issue 3. Mathematical Finance.
Min Dai, Steven Kou, Shuaijie Qian, and Xiangwei Wan (2022). "Non-Concave Utility Maximization with Portfolio Bounds". Volume 68, Issue 11. Management Science.
Min Dai, Shuaijie Qian, and Heqing Huang (2024). "Variational Inequality Problems in Finance". Volume 54, Issue 3, Scientia Sinica Mathematica.
Shuaijie Qian*, Xizhi Su, and Chao Zhou (2025). "Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers". Volume 73, Issue 2, Operations Research.
Hong Liu, Shuaijie Qian, and Jing Xu (2025). "Optimal Trading with Speed-Dependent Transaction Cost Rates: A Nonparametric Model". Accepted. Operations Research.
Shuaijie Qian* and Chen Yang (2023). "Non-Concave Utility Maximization with Transaction Costs". Minor Revision. Siam Journal on Financial Mathematics.
Min Dai, Shuaijie Qian, Ling Qin, and Jing Xu (2024), "Life-time Portfolio and Consumption Choice with Defined Contribution Plans". Major Revision, Finance and Stochastics.
Working Papers
Wei Jiang, Shuaijie Qian, and Jialu Shen (2021). " 'Bad News Principle' or 'Good News Principle'? An Investment Theory with Lags and Adjustment Costs". 2022 Midwest Finance Association Annual Meeting.
Min Dai, Steven Kou, Shuaijie Qian, and Ling Qin (2023). ''Bitcoin Mining, Electricity Consumption, and Climate Damages''.
Career History
Research Fellow 2020.08 - 2022.08
Department of Mathematics, National University of Singapore.
Postdoctoral Fellow 2022.09 - 2023.07
Center of Mathematical Sciences and Applications, Harvard University.
Assistant Professor 2023.07-
Department of Mathematics, HKUST
Teaching Experiences
HKUST
Fall 2023, 2024 Fundamentals of Actuarial Mathematics (undergraduate module).
National University of Singapore
Spring 2021 TA for MA5248 Optimal Stopping and Stochastic Control in Finance (graduate module).
Fall 2018 TA for MA4269 Financial Mathematics II (both undergraduate and graduate module).
Fall 2017 TA for MA1301 Introductory Mathematics (undergraduate module).