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@@ -41,9 +41,9 @@
<td width="20"></td> <td width="20"></td>
<td> <td>
Assistant Professor <br> Assistant Professor <br>
<a href="http://www.se.cuhk.edu.hk" target="_blank">Department of Systems Engineering and <a class="extlink" href="http://www.se.cuhk.edu.hk" target="_blank">Department of Systems Engineering and
Engineering Management</a> <br> Engineering Management</a> <br>
<a href="https://www.erg.cuhk.edu.hk/erg/">Faculty of Engineering</a> <br> <a class="extlink" href="https://www.erg.cuhk.edu.hk/erg/">Faculty of Engineering</a> <br>
The Chinese University of Hong Kong <br><br> The Chinese University of Hong Kong <br><br>
<i class="fas fa-map-marker-alt"></i> <i class="fas fa-map-marker-alt"></i>
&nbsp;&nbsp;Room 511A, William M.W. Mong Engineering Building <br> &nbsp;&nbsp;Room 511A, William M.W. Mong Engineering Building <br>
@@ -62,7 +62,7 @@
<hr id="teaching" class="style-zero"> <hr id="teaching" class="style-zero">
<p> <p>
<h3>Teaching <br> <a href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3> <h3>Teaching <br> <a class="extlink" href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
Undergraduate Courses Undergraduate Courses
<ul class="notATable"> <ul class="notATable">
<li><label><b>Spring 2020-2025 </b></label> <li><label><b>Spring 2020-2025 </b></label>
@@ -107,7 +107,7 @@
<ul style="list-style-type:square"> <ul style="list-style-type:square">
<li>Arbitraging on Decentralized Exchanges (with <a href="https://sites.google.com/site/xuedonghepage/home" <li>Arbitraging on Decentralized Exchanges (with <a href="https://sites.google.com/site/xuedonghepage/home"
target="_blank">Xuedong He</a> and Yutian Zhou).<br> target="_blank">Xuedong He</a> and Yutian Zhou).<br>
Working Paper. [<a href="" onclick="toggleAbstract('abs_arbDEX');return false">Abstract</a>]<br> Working Paper. [<a class="paperlink" href="" onclick="toggleAbstract('abs_arbDEX');return false">Abstract</a>]<br>
<div style="display:none" id="abs_arbDEX"> <div style="display:none" id="abs_arbDEX">
<hr> <hr>
<i>Decentralized exchanges (DEXs) are alternative venues to centralized exchanges to trade <i>Decentralized exchanges (DEXs) are alternative venues to centralized exchanges to trade
@@ -125,7 +125,7 @@
</li><br> </li><br>
<li>Portfolio Selection with Time-Varying Taxation (with Xianhao Zhu).<br> <li>Portfolio Selection with Time-Varying Taxation (with Xianhao Zhu).<br>
Working Paper. [<a href="" onclick="toggleAbstract('abs_TaxTimeVarying');return false">Abstract</a>]<br> Working Paper. [<a class="paperlink" href="" onclick="toggleAbstract('abs_TaxTimeVarying');return false">Abstract</a>]<br>
<div style="display:none" id="abs_TaxTimeVarying"> <div style="display:none" id="abs_TaxTimeVarying">
<hr> <hr>
<i>The capital gains tax rate has fluctuated significantly over time, leading to substantial changes in <i>The capital gains tax rate has fluctuated significantly over time, leading to substantial changes in
@@ -147,8 +147,8 @@
<li>Periodic Evaluation with Non-Concave Utility (with <a <li>Periodic Evaluation with Non-Concave Utility (with <a
href="https://scholar.google.com/citations?user=OzeF8T0AAAAJ&hl" target="_blank">Cong Qin</a> and <a href="https://scholar.google.com/citations?user=OzeF8T0AAAAJ&hl" target="_blank">Cong Qin</a> and <a
href="https://www.ma.ic.ac.uk/~hz/"> Harry Zheng</a>).<br> href="https://www.ma.ic.ac.uk/~hz/"> Harry Zheng</a>).<br>
<b>submitted</b>. [<a href="" <b>submitted</b>. [<a class="paperlink" href=""
onclick="toggleAbstract('abs_periodicEvaluation');return false">Abstract</a>|<a onclick="toggleAbstract('abs_periodicEvaluation');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5305617" target="_blank">SSRN</a>]<br> href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5305617" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_periodicEvaluation"> <div style="display:none" id="abs_periodicEvaluation">
<hr> <hr>
@@ -172,8 +172,8 @@
<li>Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity (with <a <li>Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity (with <a
href="https://scholar.google.com/citations?user=os0TtfkAAAAJ&hl=en" target="_blank">Xiaoshan Chen</a> href="https://scholar.google.com/citations?user=os0TtfkAAAAJ&hl=en" target="_blank">Xiaoshan Chen</a>
and Zhou Yang).<br> and Zhou Yang).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_dataAsset');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_dataAsset');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5263455" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5263455" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2505.16106" target="_blank">arXiv</a>]<br> href="https://arxiv.org/abs/2505.16106" target="_blank">arXiv</a>]<br>
<div style="display:none" id="abs_dataAsset"> <div style="display:none" id="abs_dataAsset">
<hr> <hr>
@@ -196,7 +196,7 @@
<li>Arbitrage in Perpetual Contracts (with <a href="https://sites.google.com/view/mindai/home" <li>Arbitrage in Perpetual Contracts (with <a href="https://sites.google.com/view/mindai/home"
target="_blank">Min Dai</a> and Linfeng Li).<br> target="_blank">Min Dai</a> and Linfeng Li).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5262988" target="_blank">SSRN</a>]<br> href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5262988" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_arbPerp"> <div style="display:none" id="abs_arbPerp">
<hr> <hr>
@@ -214,7 +214,7 @@
<li>Optimal Tax-Timing with Transaction Costs (with <a href="https://sites.google.com/view/mindai/home" <li>Optimal Tax-Timing with Transaction Costs (with <a href="https://sites.google.com/view/mindai/home"
target="_blank">Min Dai</a>, Yaoting Lei, and <a href="http://apps.olin.wustl.edu/faculty/liuh/" target="_blank">Min Dai</a>, Yaoting Lei, and <a href="http://apps.olin.wustl.edu/faculty/liuh/"
target="blank">Hong Liu</a>).<br> target="blank">Hong Liu</a>).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_TaxTC');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_TaxTC');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4952040" target="_blank">SSRN</a>]<br> href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4952040" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_TaxTC"> <div style="display:none" id="abs_TaxTC">
<hr> <hr>
@@ -232,8 +232,8 @@
<li>Optimal Design of Automated Market Makers on Decentralized Exchanges (with <a <li>Optimal Design of Automated Market Makers on Decentralized Exchanges (with <a
href="https://sites.google.com/site/xuedonghepage/home" target="_blank">Xuedong He</a> and Yutian href="https://sites.google.com/site/xuedonghepage/home" target="_blank">Xuedong He</a> and Yutian
Zhou).<br> Zhou).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_AMM');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_AMM');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801468" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801468" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2404.13291" target="_blank">arXiv</a>]<br> href="https://arxiv.org/abs/2404.13291" target="_blank">arXiv</a>]<br>
<div style="display:none" id="abs_AMM"> <div style="display:none" id="abs_AMM">
<hr> <hr>
@@ -254,7 +254,7 @@
<li>Calibration of Local Volatility Models under the Implied Volatility Criterion (with <a <li>Calibration of Local Volatility Models under the Implied Volatility Criterion (with <a
href="https://scholar.google.com/citations?user=MbbX8kUAAAAJ&hl=en" target="_blank">Xinfu Chen</a>, <a href="https://scholar.google.com/citations?user=MbbX8kUAAAAJ&hl=en" target="_blank">Xinfu Chen</a>, <a
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Zhou Yang).<br> href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Zhou Yang).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_LocalVol');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_LocalVol');return false">Abstract</a>|<a class="paperlink"
href=" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801520" target="_blank">SSRN</a>]<br> href=" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801520" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_LocalVol"> <div style="display:none" id="abs_LocalVol">
<hr> <hr>
@@ -274,7 +274,7 @@
<li>Patience is a Virtue: Optimal Investment in the Presence of Market Resilience (with <a <li>Patience is a Virtue: Optimal Investment in the Presence of Market Resilience (with <a
href="https://www1.se.cuhk.edu.hk/~nchenweb/index.htm" target="_blank">Nan Chen</a>, <a href="https://www1.se.cuhk.edu.hk/~nchenweb/index.htm" target="_blank">Nan Chen</a>, <a
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Qiheng Ding).<br> href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Qiheng Ding).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_LOB');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_LOB');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4671774" target="_blank">SSRN</a>]<br> href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4671774" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_LOB"> <div style="display:none" id="abs_LOB">
<hr> <hr>
@@ -297,8 +297,8 @@
<li>Non-Concave Utility Maximization with Transaction Costs (with <a <li>Non-Concave Utility Maximization with Transaction Costs (with <a
href="https://sites.google.com/view/shuaijie-qian" target="_blank">Shuaijie Qian</a>).<br> href="https://sites.google.com/view/shuaijie-qian" target="_blank">Shuaijie Qian</a>).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_NonconcaveTC');return false">Abstract</a>|<a <b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_NonconcaveTC');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4500965" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4500965" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2307.02178" target="_blank">arXiv</a>]<br> href="https://arxiv.org/abs/2307.02178" target="_blank">arXiv</a>]<br>
<div style="display:none" id="abs_NonconcaveTC"> <div style="display:none" id="abs_NonconcaveTC">
<hr> <hr>
@@ -319,9 +319,9 @@
<a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a
href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a
href="https://www.linkedin.com/in/lewei-li/" target="_blank">Lewei Li</a>).<br> href="https://www.linkedin.com/in/lewei-li/" target="_blank">Lewei Li</a>).<br>
<i><b>Mathematical Finance</b></i>, 35(1):263-294, 2025. [<a href="" <i><b>Mathematical Finance</b></i>, 35(1):263-294, 2025. [<a class="paperlink" href=""
onclick="toggleAbstract('abs_StableCoin');return false">Abstract</a>|<a onclick="toggleAbstract('abs_StableCoin');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856569" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856569" target="_blank">SSRN</a>|<a class="paperlink"
href="https://doi.org/10.1111/mafi.12445" target="_blank">Article</a>]<br> href="https://doi.org/10.1111/mafi.12445" target="_blank">Article</a>]<br>
<div style="display:none" id="abs_StableCoin"> <div style="display:none" id="abs_StableCoin">
<hr> <hr>
@@ -340,10 +340,10 @@
<li>An Equilibrium Model for the Cross Section of Liquidity Premia (with <a <li>An Equilibrium Model for the Cross Section of Liquidity Premia (with <a
href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a
href="https://xf-shi.github.io" target="_blank">Xiaofei Shi</a>).<br> href="https://xf-shi.github.io" target="_blank">Xiaofei Shi</a>).<br>
<i><b>Mathematics of Operations Research</b></i>, 48(3):1423-1453, 2023. [<a href="" <i><b>Mathematics of Operations Research</b></i>, 48(3):1423-1453, 2023. [<a class="paperlink" href=""
onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2011.13625" target="_blank">arXiv</a>|<a href="https://arxiv.org/abs/2011.13625" target="_blank">arXiv</a>|<a class="paperlink"
href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.1307" target="_blank">Article</a>]<br> href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.1307" target="_blank">Article</a>]<br>
<div style="display:none" id="abs_LiqPre"> <div style="display:none" id="abs_LiqPre">
<hr> <hr>
@@ -363,9 +363,9 @@
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a
href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a
href="https://people.math.ethz.ch/~hmsoner/" target="blank">H. Mete Soner</a>).<br> href="https://people.math.ethz.ch/~hmsoner/" target="blank">H. Mete Soner</a>).<br>
<i><b>Management Science</b></i>, 69(4):2517-2535, 2023. [<a href="" <i><b>Management Science</b></i>, 69(4):2517-2535, 2023. [<a class="paperlink" href=""
onclick="toggleAbstract('abs_LETF');return false">Abstract</a>|<a onclick="toggleAbstract('abs_LETF');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856573" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856573" target="_blank">SSRN</a>|<a class="paperlink"
href="https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2022.4407" target="_blank">Article</a>]<br> href="https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2022.4407" target="_blank">Article</a>]<br>
<div style="display:none" id="abs_LETF"> <div style="display:none" id="abs_LETF">
<hr> <hr>
@@ -373,7 +373,7 @@
challenge to financial institutions. We develop an optimal rebalancing (hedging) model for leveraged challenge to financial institutions. We develop an optimal rebalancing (hedging) model for leveraged
ETFs in a comprehensive setting, including overnight market closure and market frictions. The model ETFs in a comprehensive setting, including overnight market closure and market frictions. The model
allows for an analytical optimal rebalancing strategy. allows for an analytical optimal rebalancing strategy.
The result extends the principle of "aiming in front of target" introduced by <a The result extends the principle of "aiming in front of target" introduced by <a class="paperlink"
href="https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12080" target="_black">G&acirc;rleanu href="https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12080" target="_black">G&acirc;rleanu
and Pedersen (2013)</a> from a constant weight between current and future positions to a and Pedersen (2013)</a> from a constant weight between current and future positions to a
time-varying weight, because the rebalancing performance is monitored only at discrete time points time-varying weight, because the rebalancing performance is monitored only at discrete time points
@@ -385,9 +385,9 @@
<li>A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (with <a <li>A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (with <a
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a> and <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a> and <a
href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a>).<br> href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a>).<br>
<i><b>Mathematics of Operations Research</b></i>, 47(3):1707-1730, 2022 [<a href="" <i><b>Mathematics of Operations Research</b></i>, 47(3):1707-1730, 2022 [<a class="paperlink" href=""
onclick="toggleAbstract('abs_FK');return false">Abstract</a>|<a onclick="toggleAbstract('abs_FK');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3541591" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3541591" target="_blank">SSRN</a>|<a class="paperlink"
href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2020.1061" target="_blank">Article</a>]<br> href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2020.1061" target="_blank">Article</a>]<br>
<div style="display:none" id="abs_FK"> <div style="display:none" id="abs_FK">
<hr> <hr>
@@ -403,11 +403,11 @@
<li>Inventory Management for High-Frequency Trading with Imperfect Competition (with <a <li>Inventory Management for High-Frequency Trading with Imperfect Competition (with <a
href="http://www-personal.umich.edu/~sherrma/" target="blank">Sebastian Herrmann</a>, <a href="http://www-personal.umich.edu/~sherrma/" target="blank">Sebastian Herrmann</a>, <a
href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="blank">Johannes Muhle-Karbe</a> and <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="blank">Johannes Muhle-Karbe</a> and <a
href="https://www.linkedin.com/in/dapeng-shang-654316105/<Paste>" target="blank">Dapeng Shang</a>).<br> href="https://www.linkedin.com/in/dapeng-shang-654316105/" target="blank">Dapeng Shang</a>).<br>
<i><b>SIAM Journal on Financial Mathematics</b></i>, 11(1):1-26, 2020. [<a href="" <i><b>SIAM Journal on Financial Mathematics</b></i>, 11(1):1-26, 2020. [<a class="paperlink" href=""
onclick="toggleAbstract('abs_HFT');return false">Abstract</a>|<a onclick="toggleAbstract('abs_HFT');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037" target="_blank">SSRN</a>|<a class="paperlink"
href="http://arxiv.org/abs/1808.05169" target="_blank">arXiv</a>|<a href="http://arxiv.org/abs/1808.05169" target="_blank">arXiv</a>|<a class="paperlink"
href="https://epubs.siam.org/doi/abs/10.1137/18M1207776" target="_blank">Article</a>]<br> href="https://epubs.siam.org/doi/abs/10.1137/18M1207776" target="_blank">Article</a>]<br>
<div style="display:none" id="abs_HFT"> <div style="display:none" id="abs_HFT">
<hr> <hr>
@@ -427,9 +427,9 @@
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a
href="http://apps.olin.wustl.edu/faculty/liuh/" target="blank">Hong Liu</a> and <a href="http://apps.olin.wustl.edu/faculty/liuh/" target="blank">Hong Liu</a> and <a
href="https://www.linkedin.com/in/yifei-zhong-12858524/" target="_blank">Yifei Zhong</a>).<br> href="https://www.linkedin.com/in/yifei-zhong-12858524/" target="_blank">Yifei Zhong</a>).<br>
<i><b>The Review of Financial Studies</b></i>, 28.9:2687-2721, 2015. [<a href="" <i><b>The Review of Financial Studies</b></i>, 28.9:2687-2721, 2015. [<a class="paperlink" href=""
onclick="toggleAbstract('abs_taxTiming');return false">Abstract</a>|<a onclick="toggleAbstract('abs_taxTiming');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1786012" target="_blank">SSRN</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1786012" target="_blank">SSRN</a>|<a class="paperlink"
href=https://academic.oup.com/rfs/article/28/9/2687/1581078, target="_blank">Article</a>]<br> href=https://academic.oup.com/rfs/article/28/9/2687/1581078, target="_blank">Article</a>]<br>
<div style="display:none" id="abs_taxTiming"> <div style="display:none" id="abs_taxTiming">
<hr> <hr>
@@ -463,7 +463,7 @@
<p> <p>
<h3>Professional Service</h3> <h3>Professional Service</h3>
<ul style="list-style-type:square"> <ul style="list-style-type:square">
<li> <b>Associate Editor:</b> <a href="https://www.springer.com/journal/42521" target="_blank"><i>Digital <li> <b>Associate Editor:</b> <a class="extlink" href="https://www.springer.com/journal/42521" target="_blank"><i>Digital
Finance</i></a>, 2020 - Present</li><br> Finance</i></a>, 2020 - Present</li><br>
<li> <b>Reviewer:</b> <li> <b>Reviewer:</b>
<ul style="list-style-type:circle"> <ul style="list-style-type:circle">
@@ -478,14 +478,14 @@
<ul style="list-style-type:circle"> <ul style="list-style-type:circle">
<li> Session Chair, <b>ME14 Quantitative Finance and FinTech</b>, 2024 INFORMS Annual Meeting, 2024. <li> Session Chair, <b>ME14 Quantitative Finance and FinTech</b>, 2024 INFORMS Annual Meeting, 2024.
</li> </li>
<li> Local Organizing Committee Member, <a href="https://events.polyu.edu.hk/icfe/home" <li> Local Organizing Committee Member, <a class="extlink" href="https://events.polyu.edu.hk/icfe/home"
target='_blank'>First INFORMS Conference on Financial Engineering and FinTech</a>, 2024. </li> target='_blank'>First INFORMS Conference on Financial Engineering and FinTech</a>, 2024. </li>
<li> Session Chair, <b>TA73 Financial Frictions and Machine Learning</b>, 2023 INFORMS Annual Meeting, <li> Session Chair, <b>TA73 Financial Frictions and Machine Learning</b>, 2023 INFORMS Annual Meeting,
2023. </li> 2023. </li>
<li> Local Organizing Committee Member, <a <li> Local Organizing Committee Member, <a class="extlink"
href="https://www.polyu.edu.hk/ama/news-and-events/events/2023/8/recent-advances-on-quantitative-finance/" href="https://www.polyu.edu.hk/ama/news-and-events/events/2023/8/recent-advances-on-quantitative-finance/"
target="_blank">Recent Advances on Quantitative Finance</a>, 2023. </li> target="_blank">Recent Advances on Quantitative Finance</a>, 2023. </li>
<li> Mini-Symposium Organizer, <a <li> Mini-Symposium Organizer, <a class="extlink"
href="https://meetings.siam.org/sess/dsp_programsess.cfm?SESSIONCODE=70910" href="https://meetings.siam.org/sess/dsp_programsess.cfm?SESSIONCODE=70910"
target="_blank"><b>MS5 Investment and Asset Pricing under Market Frictions</b></a>, SIAM target="_blank"><b>MS5 Investment and Asset Pricing under Market Frictions</b></a>, SIAM
Conference on Financial Mathematics and Engineering (FM21), 2021. </li> Conference on Financial Mathematics and Engineering (FM21), 2021. </li>
@@ -493,11 +493,11 @@
</li><br> </li><br>
<li> <b> Seminar Organizing:</b> <li> <b> Seminar Organizing:</b>
<ul style="list-style-type:circle"> <ul style="list-style-type:circle">
<li> Organizing Committee Member, <a href="https://sites.google.com/view/hksgfinmatheng/home" <li> Organizing Committee Member, <a class="extlink" href="https://sites.google.com/view/hksgfinmatheng/home"
target="_blank"><b>The Hong Kong - Singapore Joint Seminar Series in Financial target="_blank"><b>The Hong Kong - Singapore Joint Seminar Series in Financial
Mathematics/Engineering</b><a>.</li> Mathematics/Engineering</b></a>.</li>
<li> Organizing Committee Member, <a href="https://www.cfe.cuhk.edu.hk/cuhkqf/" target="_blank"><b> CUHK <li> Organizing Committee Member, <a class="extlink" href="https://www.cfe.cuhk.edu.hk/cuhkqf/" target="_blank"><b>CUHK
Distinguished Lectures in Quantitative Finance</b><a>.</li> Distinguished Lectures in Quantitative Finance</b></a>.</li>
</ul> </ul>
</li> </li>
</ul> </ul>

16
style.css
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@@ -6,7 +6,7 @@ html {
body { body {
font-family: "Palatino", "Georgia", Times, serif; font-family: "Palatino", "Georgia", Times, serif;
background-color: rgb(255, 255, 250); background-color: rgb(248,245,218);
line-height: 1.4; line-height: 1.4;
padding-bottom: 12.5em; padding-bottom: 12.5em;
} }
@@ -32,6 +32,18 @@ p {
padding-bottom: 0.5em; padding-bottom: 0.5em;
} }
a {
color: #076678;
}
.paperlink {
color: #9d0006;
}
.extlink {
color: #427b58;
}
#topbar { #topbar {
display: inline-block; display: inline-block;
padding: 0 0.25em; padding: 0 0.25em;
@@ -56,7 +68,7 @@ ul#course {
.navbar { .navbar {
opacity: 0.8; opacity: 0.8;
overflow: hidden; overflow: hidden;
background-color: #333; background-color: #3c3836;
position: fixed; position: fixed;
/* Set the navbar to fixed position */ /* Set the navbar to fixed position */
top: 0; top: 0;