Derivatives trading for insurers, (with Xiaole Xue, Chengguo Weng), to appear in Insurance: Mathematics and Economics.
Risk management with weighted VaR, Mathematical Finance. 2018; 28: 1020–1060.
Wikipedia and stock return: Wikipedia usage pattern helps to predict the individual stock movement, (with Ning Wang), Proceedings of the 25th International Conference Companion on World Wide Web (pp. 591-594).
Optimal dynamic reinsurance policies under Mean-CVaR - a generalized Denneberg’s absolute deviation principle, (with Ken Seng Tan, Wei Wei, Shengchao Zhuang).
How does consumption habit affect the household's demand for life-contingent claims? (with Ken Seng Tan, Shengchao Zhuang).