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A q theory of internal capital markets (with Xavier Giroud, Wei Jiang, and Neng Wang)
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Optimal consumption and investment with cointegrated stock and housing markets, presented at the WFA 2020 (withYingshan Chen, Shan Huang, and Hong Liu)
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Optimal tax-timing strategy with transaction costs (with Yaoting Lei and Hong Liu)
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A portfolio rebalancing theory of disposition effect (with Hong Liu and Jing Xu)
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Top incomes and income inequality indices: A unified framework based on inequality index curves (with Steven Kou and Hui Shao)
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Designing stable coins (with Yizhou Cao, Steven Kou, Lewei Li, and Chen Yang)
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Robo-advising: a dynamic mean-variance approach (with Hanqing Jin, Steven Kou, and Yuhong Xu)
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Convex incentives and liquidity premia (with L. Goncalves-Pinto, Jing Xu, and Cheng Yan) Presented at the WFA 2019
- Exhaustible resources with adjustment costs: Spot and futures prices (with Steven Kou, and Cong Qin)