diff --git a/index.html b/index.html index c9fbb31..b8206ff 100644 --- a/index.html +++ b/index.html @@ -27,18 +27,23 @@ Room: HG GO 47.2

Working Papers

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  1. Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li). working paper, 2018.
    2. +
  2. Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li).
    + working paper, 2018.
    3. -
  3. Inventory Management for High-Frequency Trading with Imperfect Competition (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang). submitted, 2019. [SSRN | arXiv]
    4. +
  4. Inventory Management for High-Frequency Trading with Imperfect Competition (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang).
    + submitted, 2019. [SSRN | arXiv]
    5. -
  5. Rebalancing of Leveraged ETFs under Market Frictions (with Min Dai, Steven Kou, H. Mete Soner). submitted, 2019.
    6. +
  6. Rebalancing of Leveraged ETFs under Market Frictions (with Min Dai, Steven Kou and H. Mete Soner).
    + submitted, 2019.
    7. -
  7. Stochastic Representation for Nonlocal Problems (with Min Dai and Steven Kou). submitted, 2017.
    8. +
  8. Stochastic Representation for Nonlocal Problems (with Min Dai and Steven Kou).
    + submitted, 2017.

Publications

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  1. Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax (with Min Dai, Hong Liu and Yifei Zhong). The Review of Financial Studies 28.9:2687-2721, 2015. [Article]
    2. +
  2. Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax (with Min Dai, Hong Liu and Yifei Zhong).
    + The Review of Financial Studies 28.9:2687-2721, 2015. [Article]