Awards
Honorable Mention in the Best Student Paper Competition, Financial Services Section, INFORMS Annual Meeting, 2018
National Scholarship, 2015
Outstanding Undergraduate Scholarship, Gold Prize, 2014
Outstanding Undergraduate Scholarship, Silver Prize, 2013
Publications :
Option Exercise Games and the q Theory of Investment (with M. Dai and N. Wang): working paper, 2025
Creditor-on-Creditor Violence and Secured Debt Dynamics (with A. Samuel and and N. Wang): working paper, 2024, WFA 2025
Strategic Investment under Uncertainty with First- and Second-mover Advantages (with M. Dai and N. Wang): working paper, 2022, CICF 2023, AFA 2024
Portfolio Selection under Quantile Maximization (with X. D. He and S. G. Kou): Management Science, forthcoming, 2025
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (with X. D. He): Mathematics of Operations Research, Volume 47, Issue 1, Pages 587-615, 2022
On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous-Time (with X. D. He): SIAM Journal on Control and Optimization, Volume 59, Issue 5, Pages 3860-3886, 2021
Optimal Payoff under the Generalized Dual Theory of Choice (with X. D. He): Operations Research Letters, Volume 49, Issue 3, Pages 372-376, 2021
Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model (with X. D. He): working paper, 2020
Some Distributional Properties of Linear Stochastic Differential Equations (with X. D. He): working paper, 2020