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 <div id="annoucement">
 <ul style="list-style-type:square">
-	<li>I am looking for self-motivated, hard-working PhD students with solid mathematics background and experience in programming. Students with a bachelor/master degree in Applied Mathematics or Probability are preferred. Contact me via email if you are interested.</li>
-	<li><b>Abstract submission for <a href="http://www1.se.cuhk.edu.hk/~bfs2020/" target="_blank">Bachelier Finance Society 11th World Congress</a> is now <a href="http://www1.se.cuhk.edu.hk/~bfs2020/cfp/cfp.html" target="_blank">open</b></a>.
+    <li>I am organizing a SIAM FM21 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>
+	<li>Abstract submission for <a href="http://www1.se.cuhk.edu.hk/~bfs2020/" target="_blank">Bachelier Finance Society 11th World Congress</a> is now <a href="http://www1.se.cuhk.edu.hk/~bfs2020/cfp/cfp.html" target="_blank">open</a>.
+</ul>
 </div>
 
 <h3 id="teaching">Teaching <a href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
@@ -87,7 +88,7 @@ Portfolio selection under market frictions; Stochastic control; FinTech; Market
         </div>
     </li><br>
     <li><b>Rebalancing of Leveraged ETFs under Market 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>
-        submitted. [<a href="" onclick="toggleAbstract('abs_LETF');return false">Abstract</a>]<br>
+        submitted. [<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>]<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. 
@@ -96,7 +97,7 @@ Portfolio selection under market frictions; Stochastic control; FinTech; Market
     </li><br> 
 
     <li><b>Designing Stable Coins</b> (with <a href="https://www.linkedin.com/in/yizhoucao/" target="_blank">Yizhou Cao</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.linkedin.com/in/lewei-li/" target="_blank">Lewei Li</a>).<br>
-        submitted. [<a href="" onclick="toggleAbstract('abs_StableCoin');return false">Abstract</a>]<br>
+        submitted. [<a href="" onclick="toggleAbstract('abs_StableCoin');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856569" target="_blank">SSRN</a>]<br>
         <div style="display:none" id="abs_StableCoin">
         <hr> 
         <i>Stable coins, which are cryptocurrencies pegged to other stable financial assets such as U.S. dollar, are desirable for payments within blockchain networks, whereby being often called the “Holy Grail of cryptocurrency.” However, existing cryptocurrencies are too volatile for these purposes. By using the option pricing theory, we design several dual-class structures that offer a fixed income crypto asset, a stable coin pegged to a traditional currency, and leveraged investment instruments. To understand the impact of the proposed coins on the speculative and non-speculative demands of cryptocurrencies, we study equilibrium with and without the stable coins. Our investigation of the values of stable coins in presence of jump risk and black-swan type events shows the robustness of the design.</i>
@@ -141,7 +142,7 @@ Portfolio selection under market frictions; Stochastic control; FinTech; Market
 
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-<div align="right"><font size="-1">Last updated: 2020-11-28</font></div>
+<div align="right"><font size="-1">Last updated: May 2021</font></div>
 
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