Research

Publication

• Optimal Strategies and Values for Monotone and Classical Mean-Variance Preferences Coincide when Asset Prices Are Continuous (with Moris Strub), Operations Research Letters, Volume 57, Article 107204, 2024. [DOI,SSRN]

• Study on Aroma Components of Baijiu Base Liquor by Principal Component analysis (with Chang Shi, Lijuan Ma and Liping Du), China Brewing, 2020, 39(7):62-68.

Working Papers

• How Bad Is Myopia for a Mean-Variance Investor? (Working Paper with Zhongfei Li and Moris Strub)

• Necessity Analysis of Insurance and Reinsurance in Mitigating Bank Loan Risk – Based on Multi-Party Game Model. (Working Paper with Yanhong Guo)

• Research on ESG Market’s Internal Correlation of Responsible Investment: European Market Analysis Based on VAR-MGARCH Model. (Working Paper with Ziping Du and Shuhua Zhang)

Conference Presentations

• 34th European Conference on Operational Research, Leeds, United Kingdom, June 2025

• INFORMS Annual Meeting, Seattle, WA, U.S., Oct 2024

• INFORMS Annual Meeting, Phoenix, AZ, U.S., Oct 2023

• The 5th Annual Conference of Quantitative Finance and Insurance Branch of China Research Society of Selective Method and Economic Mathematics, Wuhan, China, May 2023

  • Win the award of excellent paper

Theses

• Master’s Thesis: Random Walk and Time Series Method in High-Frequency Exchange Rate Modelling.

• Bachelor’s Thesis: Liquor Stock Analysis and Portfolio Risk Assessment Based on Copula-GARCH Model.

News Reviews

• The historical law of oil price in the past 100 years can be used as an important reference for predicting international oil price (with Hongfeng Xu), 2020.

• Why did international oil prices fall to a negative value? (with Hongfeng Xu), 2020.

• The development of renewable energy power promotes economic transformation to low carbon, 2020.

• Green financial instruments will help the wind power industry’s sustainable development (with Jinshan Gao), 2020.

• Promoting a low-carbon transition from fossil fuels through SOE reform is key to meeting the Paris Agreement and China’s commitments (with Hongfeng Xu), 2020.