diff --git a/index.html b/index.html
old mode 100644
new mode 100755
index 3a0319c..b68a006
--- a/index.html
+++ b/index.html
@@ -33,7 +33,7 @@
     <tbody>
         <tr>
             <td width="10"></td>
-            <td width="200"><img src="ME.jpeg" width="200"></td>
+            <td width="160"><img src="ME.jpeg" width="160"></td>
             <td width="20"></td>
             <td>
             Assistant Professor <br>
@@ -61,9 +61,11 @@
 
 <h3 id="teaching">Teaching <a href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
 
+Undergraduate Courses
 <ul class="notATable">
+    <li><label><b>Spring 2023 </b></label><div>SEEM3580 Risk Analysis for Financial Engineering</div></li>
+    <li><label><b>Fall 2022 </b></label><div>SEEM3590 Investment Science</div></li>
     <li><label><b>Spring 2022 </b></label><div>SEEM3580 Risk Analysis for Financial Engineering</div></li>
-    <li><label><b>Fall 2021 </b></label><div>SEEM5340 Stochastic Calculus (with <a href="https://sites.google.com/site/xuedonghepage/home" target=_blank">Xuedong He</a> and <a href="https://sites.google.com/site/lingfeilicuhk/" target="_blank">Lingfei Li</a>)</div></li>
     <li><label><b>Fall 2021 </b></label><div>SEEM3590 Investment Science</div></li>
     <li><label><b>Spring 2021 </b></label><div>SEEM3580 Risk Analysis for Financial Engineering</div></li>   
     <li><label><b>Fall 2020 </b></label><div>SEEM3590 Investment Science</div></li>
@@ -71,10 +73,16 @@
     <li><label><b>Fall 2019 </b></label><div>SEEM3590 Investment Science</div></li>
 </ul>
 
+Postgraduate Courses
+<ul class="notATable">
+    <li><label><b>Spring 2023 </b></label><div>SEEM5670 Advanced Models in Financial Engineering</div></li>
+    <li><label><b>Fall 2021 </b></label><div>SEEM5340 Stochastic Calculus (with <a href="https://sites.google.com/site/xuedonghepage/home" target="_blank">Xuedong He</a> and <a href="https://sites.google.com/site/lingfeilicuhk/" target="_blank">Lingfei Li</a>)</div></li>
+</ul>
+
 <h3 id="research">Research Interest</h3>
 Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learning for Stochastic Control.
 
-<h3>Publications</h3>
+<h3>Selected Publications</h3>
 <ul style="list-style-type:square">
     <li><b>Optimal Investment under Block-Shaped Order Books</b> (with <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>
     working paper.
@@ -88,8 +96,9 @@ Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learn
         </div>
     </li><br>
  
-    <li><b>An Equilibrium Model for the Cross-Section of Liquidity Premia</b> (with <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a href="https://innerpeas.github.io" target="_blank">Xiaofei Shi</a>).<br>
-        <i>Mathematics of Operations Research</i>, forthcoming. [<a href="" onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a href="https://arxiv.org/abs/2011.13625" target="_blank">arXiv</a>]<br>
+    <li><b>An Equilibrium Model for the Cross-Section of Liquidity Premia</b> (with <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>
+        <i>Mathematics of Operations Research</i>, forthcoming. [<a href="" onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a href="https://arxiv.org/abs/2011.13625"
+target="_blank">arXiv</a>|<a href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.1307" target="_blank">Article</a>]<br>
         <div style="display:none" id="abs_LiqPre">
         <hr>
         <i>We study a risk-sharing economy where an arbitrary number of heterogenous agents trades an arbitrary number of risky assets subject to quadratic transaction costs. For linear state dynamics, the forward-backward stochastic differential equations characterizing equilibrium asset prices and trading strategies in this context reduce to a system of matrix-valued Riccati equations. We prove the existence of a unique global solution and provide explicit asymptotic expansions that allow us to approximate the corresponding equilibrium for small transaction costs. These tractable approximation formulas make it feasible to calibrate the model to time series of prices and trading volume, and to study the cross-section of liquidity premia earned by assets with higher and lower trading costs. This is illustrated by an empirical case study.</i>
@@ -97,7 +106,7 @@ Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learn
     </li><br>
 
     <li><b>Leveraged ETFs with Market Closure and Frictions</b> (with <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://people.math.ethz.ch/~hmsoner/" target="blank">H. Mete Soner</a>).<br>
-        <i>Management Science</i>, forthcoming. [<a href="" onclick="toggleAbstract('abs_LETF');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856573" target="_blank">SSRN</a>|<a href="https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2022.4407" target="_blank">Article</a>]<br>
+        <i>Management Science</i>, 69(4):1935-2545, 2023. [<a href="" onclick="toggleAbstract('abs_LETF');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856573" target="_blank">SSRN</a>|<a href="https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2022.4407" target="_blank">Article</a>]<br>
         <div style="display:none" id="abs_LETF">
         <hr>
         <i>Although leveraged ETFs are popular products for retail investors, how to hedge them poses a great 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 allows for an analytical optimal rebalancing strategy.
@@ -106,7 +115,7 @@ Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learn
     </li><br> 
 
     <li><b>A Stochastic Representation for Nonlocal Parabolic PDEs with Applications</b> (with <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>
-        <i>Mathematics of Operations Research</i>, forthcoming. [<a href="" onclick="toggleAbstract('abs_FK');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3541591" target="_blank">SSRN</a>|<a href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2020.1061" target="_blank">Article</a>]<br>
+        <i>Mathematics of Operations Research</i>, 47(3):1707-2545, 2022 [<a href="" onclick="toggleAbstract('abs_FK');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3541591" target="_blank">SSRN</a>|<a href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2020.1061" target="_blank">Article</a>]<br>
         <div style="display:none" id="abs_FK">
         <hr>
         <i>We establish a stochastic representation for a class of nonlocal parabolic terminal-boundary value problems, whose terminal and boundary conditions depend on the solution in the interior domain; in particular, the solution is represented as the expectation of functionals of a diffusion process with random jumps from boundaries. We discuss three applications of the representation, the first one on the pricing of dual-purpose funds, the second one on the connection to regenerative processes, and the third one on modeling the entropy on a one-dimensional non-rigid body.</i>
@@ -140,8 +149,9 @@ Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learn
 <h3>Professional Service</h3>
 <ul style="list-style-type:square">
     <li> <b>Associate Editor:</b> <a href="https://www.springer.com/journal/42521" target="_blank"><i>Digital Finance</i></a>, 2020 - Present</li>
-    <li> <b>Reviewer:</b> Operations Research, Management Science, Mathematics of Operations Research, SIAM Journal on Financial Mathematics, Mathematics and Financial Economics. </li>
+    <li> <b>Reviewer:</b> Operations Research, Management Science, Mathematical Finance, Mathematics of Operations Research, SIAM Journal on Financial Mathematics, Mathematics and Financial Economics. </li>
     <li> <b>Organizer:</b> Mini-Symposium <a 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 Conference on Financial Mathematics and Engineering (FM21), 2021. </li>
+    <li> <b>I am one of the organizers of <a href="https://sites.google.com/view/hksgfinmatheng/home" target="_blank"><b>The Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering.</b><a></li>
 </ul>
 
 
@@ -151,7 +161,7 @@ Stochastic Control; Market Frictions; Market Microstructure; FinTech; Deep Learn
 
 <hr>
 
-<div align="right"><font size="-1">Last updated: June 2022</font></div>
+<div align="right"><font size="-1"></font></div>
 
 </body>
 </html>
diff --git a/research.pdf b/research.pdf
deleted file mode 100644
index f3630a1..0000000
Binary files a/research.pdf and /dev/null differ