Conference Presentations
“Strategic Investment under Uncertainty with First- and Second-mover Advantages”, The 7rd PKU-NUS Annual International Conference on Quantitative Finance and Economics, Shenzhen, May 2023
“Strategic Real Option Exercising and Second-Mover Advantage”, 11th World Congress of the Bachelier Finance Society, Online, June 2022
“Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model”, SUSTech Workshop on Financial Engineering, Zoom, December 2021
“Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model”, SHUFE, School of Statistics and Management, Zoom, November 2021
“On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, 2019 INFORMS Annual Meeting, Seattle, November 2019
“On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time”, 7th Asian Quantitative Finance Conference, Hanoi, July 2019
“Dynamic Mean-Risk Asset Allocation”, 6th Asian Quantitative Finance Conference, Guangzhou, November 2018
“Dynamic Mean-Risk Asset Allocation”, 2018 INFORMS Annual Meeting, Phoenix, November 2018
“Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule”, The 10th World Congress of the Bachelier Finance Society, Dublin, July 2018
“Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule”, 2018 INFORMS International Conference, Taipei, June 2018
“Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule”, The 3rd PKU-NUS Annual International Conference on Quantitative Finance and Economics, Beijing, May 2018