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:
"Asset Pricing with α-maxmim Expected Utility Model", 10th International Symposium on Backward Stochastic Differential Equations, Qingdao, June 2025
"Arbitraging on Decentralized Exchanges", Machine Learning in Quantitative Finance Conference, Oxford, June 2025
"Arbitraging on Decentralized Exchanges", 9th Asian Quantitative Finance Conference, Shenzhen, April 2025
"Optimal Design of Automated Market Makers on Decentralized Exchanges", Sun Yat-sen University, Guangzhou, April 2025
"Optimal Design of Automated Market Makers on Decentralized Exchanges", National University of Singapore, Singapore, February 2025
"Asset Pricing with α-maxmim Expected Utility Model", 14th AIMS Meeting of AIMS, December 2024
“Asset Pricing with α-maxmim Expected Utility Model”, 2024 INFORMS Annual Meeting, Seattle, October 2024
“Liquidity Pool Design on Automated Market Makers”, The First INFORMS Conference on Financial Engineering and FinTech, Hong Kong, Aug 2024
“Asset Pricing with α-maxmim Expected Utility Model”, Shenzhen University, Shenzhen, July 2024
“Asset Pricing with α-maxmim Expected Utility Model”, ETH-Hong Kong-Imperial Mathematical Finance Workshop, London, June 2024
“Asset Pricing with α-maxmim Expected Utility Model”, Hong Kong University of Science and Technology, Hong Kong, May, 2024
“Design Liquidity Pools on Automated Market Makers”, Workshop on Mathematical Finance and Insurance, Peking University, Beijing, April 2024
“Dynamic Portfolio Selection and Asset Pricing under Neo-Additive Probability Weighting”, Tsinghua University, Beijing, April 2024
“Optimal Liquidity Provision on Decentralized Exchanges”, Tsinghua University, Beijing, April 2024
“Optimal Liquidity Provision on Decentralized Exchanges”, 2023 INFORMS Annual Meeting, Phoenix, October 2023
“Optimal Liquidity Provision on Decentralized Exchanges”, 6th Workshop in Memory of Prof. LI Xunjing, Shenzhen, June 2023
“Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model”, 2022 Annual Meeting of Modern Finance Research Center & International Symposium on Future Finance, Zoom, September 2022
"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