diff --git a/index.html b/index.html index 62a07fb..d6a44ab 100644 --- a/index.html +++ b/index.html @@ -133,7 +133,7 @@ Stochastic Control; Portfolio Selection; Asset Pricing; Market Frictions; Market
  • Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li).
    - submitted. [Abstract|SSRN]
    + Mathematical Finance, forthcoming. [Abstract|SSRN]

  • An Equilibrium Model for the Cross-Section of Liquidity Premia (with Johannes Muhle-Karbe and Xiaofei Shi).
    - Mathematics of Operations Research, -48(3):1423-1453, 2023. [Abstract|SSRN|Mathematics of Operations Research, 48(3):1423-1453, 2023. [Abstract|SSRN|arXiv|Article]