Short Courses and Talks

Invited Short Courses:

  • “Introduction to Behavioral Finance and Economics”, Summer School, Dongwu Business School, Soochow University, July, 2021

  • "Quantile Approach to Behavioural Portfolio Selection and Asset Pricing", the Seventh European Summer School in Financial Mathematics, University of Oxford, September 2014

  • "Behavioral Finance", Workshop/Short Courses on Quantitative Behavioral Finance, China Eastern Normal University, Shanghai, June 2013

Invited Conference and Seminar Presentations:

  • "Dynamic Mean-variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model", 11th World Congress of the Bachelier Finance Society, Online, June 2022

  • "Portfolio Selection under Median and Quantile Maximization", UCL-Osaka International Conference on the Mathematics for Risk and Decisions, Zoom, March 2022

  • "Portfolio Selection under Median and Quantile Maximization", 2021 SUSTech Workshop on Financial Engineering, Zoom, December 2021

  • "Portfolio Selection under Median and Quantile Maximization", Soochow University, Zoom, September 2021

  • "Portfolio Selection under Median and Quantile Maximization", Sichuan University, Zoom, August 2021

  • "Portfolio Selection under Median and Quantile Maximization", University of Sydney, Zoom, April 2021

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, Hong Kong Polytechnic University, Zoom, Mar 2021

  • "Portfolio Selection under Median and Quantile Maximization", University of Southern California, Zoom, February 2021

  • "Portfolio Selection under Median and Quantile Maximization", 2020 INFORMS Annual Meeting, Online, November, 2020

  • "Portfolio Selection under Median and Quantile Maximization", Asian Quantitative Finance Seminar Series, Zoom, August 2020

  • "Dynamic Mean-variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model", 2019 INFORMS Annual Meeting, Seattle, November 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, 9th Annual Meeting of the Financial Engineering and Financial Risk Management Branch of OR Society of China, Shanghai, August 2019

  • “Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion”, IMS-RMI Quantitative Finance Workshop 1: Stochastic Control in Finance, Singapore, July 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, Tianfu International Conference on Financial Mathematics, Chengdu, July 2019

  • “Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion”, 7th Asian Quantitative Finance Workshop, Hanoi, July 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, University of Science and Technology of China, Hefei, June 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, SIAM Conference on Financial Mathematics and Engineering, Toronto, June 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, CUHK-Imperial College London Joint Workshop on Quantitative Finance, Hong Kong, May 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, 2019 PHBS Conference on Mean Field Games and Control Theory, Shenzhen, May 2019

  • “On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, 2019 Workshop on Mathematical Finance and Financial Data Processing, Qingdao, April 2019

  • “Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model”, 2018 Applied Mathematics and Statistics Youth Forum, Beijing, December 2018

  • “Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model”, Guangdong University of Foreign Studies, Guangzhou, November 2018

  • "Portfolio Selection Under Loss Aversion with a Mentally Adjusted Reference Point", South China Normal University, Guangzhou, November 2018

  • "Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model", The Sixth Asian Quantitative Finance Conference, Guangzhou, November 2018

  • "Dynamic Mean-Risk Asset Allocation", 2018 INFORMS Annual Meeting, Phoenix, November 2018

  • "Peer-to-Peer Equity Financing: Contract Design", The Twelfth Annual Risk Management Conference, Singapore, July 2018

  • "A New Preference Model That Allows for Narrow Framing", The 3rd PKU-NUS Annual International Conference on Quantitative Finance and Economics, Beijing, May 2018

  • "A New Preference Model That Allows for Narrow Framing", Nankai University, Tianjin, May 2018

  • "Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule", Tianjin University, Tianjin, May 2018

  • "Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule", Fudan University, Shanghai, March 2018

  • "A New Preference Model That Allows for Narrow Framing", 2017 INFORMS Annual Meeting, Houston, October 2017

  • "Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets Induced by Value-at-Risk", 7th Annual meeting of Financial Engineering and Financial Risk Management Branch of Operations Research Society of China, Changsha, September 2017

  • "Processing Consistency in non-Bayesian Inference", Peking University, Beijing, June 2017

  • "Recursive Utility with Narrow Framing: Existence and Uniqueness", Second Paris-Asia Conference in Quantitative Finance, Suzhou, May 2017

  • "Realization Utility with Adaptive Reference Points", Workshop on Stochastic Analysis in Finance, Hong Kong Polytechnic University, Hong Kong, May 2017

  • "Surplus-Invariant, Law-Invariant, and Positively Homogeneous Acceptance Sets Must Be Induced by Value-at-Risk", Chongqing Normal University, Chongqing, May 2017

  • "Recursive Utility with Narrow Framing: Existence and Uniqueness", The Fifth Asian Quantitative Finance Conference, Seoul, April 2017

  • "Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers", Joint University workshop, Symposium on Financial Risk Management: Topics on Time Consistency, The Chinese University of Hong Kong, Hong Kong, April 2017

  • "Surplus-Invariant, Law-Invariant, and Positively Homogeneous Acceptance Sets Must Be Induced by Value-at-Risk", School of Management, Shanghai University, Shanghai, January 2017

  • "Surplus-Invariant, Law-Invariant, and Positively Homogeneous Acceptance Sets Must Be Induced by Value-at-Risk", WHU-CUHK Joint Workshop on Financial Engineering, Wuhan University, Wuhan, December 2016

  • "Realization Utility with Adaptive Reference Points", SIAM Conference on Financial Mathematics and Engineering, Austin, November 2016

  • "Recursive Utility with Narrow Framing: Existence and Uniqueness", INFORMS 2016 Annual Meeting, Nashville, November 2016

  • "Optimal Exit Time from Casino Gambling: Strategies of Pre-committed and Naive Gamblers", INFORMS 2016 Annual Meeting, Nashville, November 2016

  • "Realization Utility with Adaptive Reference Points", School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, October 2016

  • "Processing Consistency in Non-Bayesian Inference", School of Mathematical Sciences, Fudan University, Shanghai, March 2016

  • "Processing Consistency in Non-Bayesian Inference", School of Mathematical Sciences, Shanghai Jiaotong University, Shanghai, March 2016

  • "Processing Consistency in Non-Bayesian Inference", Department of Systems Engineering and Engineering Management, CUHK, Hong Kong, January 2016

  • "Optimal Exit Time from Casino Gambling: Why a Lucky Coin and a Good Memory Matter", 2015 INFORMS Annual Meeting, Philadelphia, November 2015

  • "Processing Consistency in Non-Bayesian Inference", Mathematical Finance Seminar, Columbia University, New York, October 2015

  • "Rank Dependent Utility and Risk Taking in Complete Markets", SIAM Conference on Financial Mathematics and Engineering, Chicago, November 2014

  • "Rank Dependent Utility and Risk Taking in Complete Markets", INFORMS Annual Meeting, San Francisco, November 2014

  • "A Processing Consistent Non-Bayesian Inference Model", NUS Risk Management Institute, Singapore, August 2014

  • "A Processing Consistent Non-Bayesian Inference Model", IFORS 2014 Conference, Barcelona, July 2014

  • "Dynamic Portfolio Choice when Risk is Measured by Weighted VaR", IMS-FPS 2014 Workshop, Sydney, July 2014

  • "A Processing Consistent Non-Bayesian Inference Model", IMS-FPS 2014 Workshop, Sydney, July 2014

  • "A Processing Consistent Non-Bayesian Inference Model", the second Asian Quantitative Finance Conference, Weihai, June 2014

  • "Profit Sharing in Hedge Funds", Department of Risk Management and Insurance, Georgia State University, Atlanta, November 2013

  • "Profit Sharing in Hedge Funds", Second Texas Quantitative Finance Festival, Austin, October 2013

  • "Dynamic Portfolio Choice when Risk is Measured by Weighted VaR", INFORMS Annual Meeting, Minneapolis, October 2013

  • "Hope, Fear and Aspirations", 13th SAET Conference, Paris, July 2013

  • "Hope, Fear and Aspirations", Youth Mathematician Forum, Beijing, June 2013

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", Conference on Risk Pricing and Related Topics in Financial Engineering, Shanghai, June 2013

  • "Loss-based Risk Measures", International Workshop on Quantitative Finance, Daejeon, Korea, March 2013

  • "Loss-based Risk Measures", First Asian Quantitative Finance Conference, Singapore, January 2013

  • "Loss-based Risk Measures", INFORMS Annual Meeting, Phoenix, October 2012

  • "Hope, Fear and Aspirations", INFORMS Annual Meeting, Phoenix, October 2012

  • "Myopic Loss Aversion, Reference Point, and Money Illusion", SIAM Annual Meeting, Minneapolis, July 2012

  • "Loss-based Risk Measures", Chinese Academy of Sciences, Beijing, June 2012

  • "Myopic Loss Aversion, Reference Point, and Money Illusion", INFORMS International Beijing, Beijing, June 2012

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", INFORMS International Beijing, Beijing, June 2012

  • "Loss-based Risk Measures", Tongji University, Shanghai, June 2012

  • "Loss-based Risk Measures", Young Researchers Workshop on Finance 2012, Tokyo, March 2012

  • "Myopic Loss Aversion, Reference Point, and Money Illusion", Shanghai Jiao Tong University, Shanghai, December 2011

  • "Loss-based Risk Measures", Columbia-CUNY Joint Risk Seminar, Columbia University, November 2011

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", IEOR-DRO Summer Seminar Series, Columbia University, July 2011

  • "Hope, Fear, and Aspiration", SIAM Conference on Control and Its Applications, Baltimore, July 2011

  • "Portfolio Selection with Law-invariant Coherent Risk Measures", 8th ICSA International Conference, Guangzhou, December 2010

  • "Portfolio Selection with Law-invariant Coherent Risk Measures", London School of Economics and Political Science, London, October 2010

  • "Portfolio Selection with Law-invariant Coherent Risk Measures", The Chinese University of Hong Kong, Hong Kong, August 2010

  • "Hope, Fear, and Aspiration", Tongji University, Shanghai, July 2010

  • "Portfolio Selection with Law-invariant Coherent Risk Measures", Columbia-Oxford Risk Summit, Columbia University, New York, June 2010

  • "Hope, Fear, and Aspiration", Columbia Probability Seminar, Columbia University, February 2010

  • "Hope, Fear, and Aspiration", The Chinese University of Hong Kong, Hong Kong, August 2009

  • "SP/A Portfolio Choice Model in Continuous Time", Mathematical Finance Internal Seminar, University of Oxford, February 2009

  • "Portfolio Choice via Quantiles", School of Management, Yale University, December 2008

Contributed Conference Presentations:

  • "Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence", The 10th World Congress of the Bachelier Finance Society, Dublin, July, 2018

  • "A New Preference Model That Allows for Narrow Framing", The 2017 China Meeting of the Econometric Society, Wuhan, June 2017

  • "A New Preference Model That Allows for Narrow Framing", The 2017 Asian Meeting of the Econometric Society, Hong Kong, June 2017

  • "Realization Utility with Adaptive Reference Points", The EEA-ESEM 2016 Congress, Geneva, August 2016

  • "Realization Utility with Adaptive Reference Points", 9th World Congress of the Bachelier Finance Society, New York, July 2016

  • "Equilibrium Asset Pricing with Epstein-Zin and Loss-Averse Investors", 5th International IMS-FIPS Workshop, Rutgers, June 2015

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", Asian Meeting of the Econometric Society, Singapore, August 2013

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", 7th World Congress of the Bachelier Finance Society, Sydney, June 2012

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", Eastern Finance Association 2012 Annual Meeting, Boston, April 2012

  • "A 10-30 Rule: An Investigation of Hedge Fund Performance Fees via Behavioral Finance", Midwest Finance Association 2012 Annual Meeting, New Orleans, February 2012

  • "Optimal Insurance Design under Rank Dependent Utility", MFPDE Conference, Rutgers, November 2011

  • "Hope, Fear, and Aspiration", 6th World Congress of the Bachelier Finance Society, Toronto, June 2010

  • "Portfolio Choice via Quantiles", 5th Oxford-Princeton Workshop on Financial Mathematics & Stochastic Analysis, Princeton University, March 2009

  • "Behavioural Portfolio Selection in Incomplete Market", 5th World Congress of the Bachelier Finance Society, London, July 2008