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]

Working Papers

• A Structural 1/N Strategy Inspired by Dynamic Mean–Variance Portfolio Selection (Working Paper with Zhongfei Li and Moris Strub)

• Mitigating Enterprise Financial Fraud through Time-Consistent Equilibrium Insurance-Reinsurance Strategies. (Working Paper with Yanhong Guo and Zhongfei Li )

Conference Presentations

• The 15th Annual Academic Conference of the Financial Engineering and Financial Risk Management Branch of the China Society of Operations Planning, Chenzhou, China, Aug 2026

• The 8th Annual Conference of Quantitative Finance and Insurance Branch of China Research Society of Selective Method and Economic Mathematics, Yinchuan, China, Aug 2026

• Workshop on Stochastic Control, Financial Technology, and Machine Learning in Conjunction with the 60th Birthday Celebration of Prof. Xunyu Zhou, Hong Kong (China), December 2025.  

• 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.

• Doctor's Thesis: Research of Monotone Preference and Multi Period Mean-Variance Portfolio Selection.