Awards and Publications
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 :
Strategic Investment under Uncertainty with First- and Second-mover Advantages (with M. Dai and N. Wang): working paper, 2022, CICF 2023, AFA 2024
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.
Portfolio Selection under Median and Quantile Maximization (with X. D. He and S. G. Kou): working paper, 2020.
Some Distributional Properties of Linear Stochastic Differential Equations (with X. D. He): working paper, 2020.