|
Research Interests
-
Healthcare operations management, platform operation, finance-operation interface, revenue management
-
Financial markets, asset pricing, financial engineering, information economics
Working Papers in Operations Management
Student coauthor (by paper submission): †; Industry coauthor: *
-
A Preference-Provision Decoupling Mechanism for General Risk-Averse Agents [Link]
With Qingfa Zhang†. Working Paper.
-
Optimal Admission Control with Workload and Overwork Effect [Link]
With Qingfa Zhang†, Yi Chen, and Ying-Ju Chen. Working paper
-
Structural Estimation of Intertemporal Externalities with Application in ICU Admissions [Link]
With Carri Chan, Fanyin Zheng, and Gabriel Escobar*.
Conditionally Accept at Manufacturing & Service Operations Management
Second Place, INFORMS Health Application Society Student Paper Competition, 2021
-
More is Different: Intrinsic and Financial Hedging in Multilocation Newsvendor Systems [Link]
With Xiangyin Chen† and Liao Wang.
Major Revision at Operations Research
-
Operating Three-Sided Marketplace: Pricing and Spatial Staffing in Food Delivery Systems [Link]
With Zhe Liu and Yanwei Sun†.
Minor Revision at Management Science
First Place, INFORMS Service Science Best Cluster Paper Award, 2024
Second Place, CSAMSE Best Paper Award, 2024
-
Budget Allocation for Utility Loss Minimization in
Social Welfare Programs [Link]
With Qingfa Zhang† and Ying-Ju Chen. Submitted.
Presented at 2025 MSOM Conference
-
Managing Recruitment Processes with Multiple Position Types [Link]
With Lilun Du, Qing Li, and Zihao Wu†. Working Paper.
Working Papers in Finance
Student coauthor (by paper submission): †
-
Credit Information in Earnings Calls [Link]
With Harry Mamaysky and Hongyu Wu†.
Revise and Resubmit at Journal of Banking & Finance
Presented at Utah Winter Finance Conference 2024
-
The Effect of Prime Brokers’ Balance Sheet Constraints on Hedge Fund Performance: Evidence from the GSIB Surcharge[Link][Online Appendix]
With Yueting Jiang†.
Accept Subject to Minor Revision at Journal of Financial Economics
-
Negative Cross-Impact from Index Investing [Link]
With Yueting Jiang† and Qingfa Zhang†. Working paper.
Publications (Business Areas)
Student coauthor (by paper submission): †; Industry coauthor: *
-
Bid Shading in First‐price Auction: Non-stationary Bayesian Multi-armed Bandit Methods for Real‐time Bidding [Link]
With Mengzhuo Guo, Wuqi Zhang*, and Qingpeng Zhang. Information System Research, 2026+
-
The Impact of Surgeon Daily Workload and its
Implications for Operating Room Scheduling [Link]
With Carri Chan, Fanyin Zheng, Michael Argenziano*, and Paul Kurlansky*. Production and Operations Management, 2026
Finalist, INFORMS Service Science Best Cluster Paper Award, 2021
-
Dynamic Portfolio Allocation under Market
Incompleteness and Wealth Effects [Link]
With Chenxu Li, Olivier Scaillet, and Yueting Jiang†. Operations Research, 2025
-
Intraday Variation in Cross-sectional Stock Comovement and Impact of Index-based Strategies [Link]
With Meiqi Shi*. Journal of Financial Markets, 2024
-
Dynamic Information Regimes in Financial Markets [Link]
With Paul Glasserman and Harry Mamaysky. Management Science, 2023
-
Pricing the CBOE VIX Futures with Heston-Nandi GARCH Model [Link]
With Tianyi Wang, Yueting Jiang†, Zhuo Huang. Journal of Futures Markets, 2017
Publications (Medical and Others)
-
Evidence Contributions in Component Network Meta-Analysis from the Shortest-Path Approach [Link]
With Qinbo Yang, Yunhe Mao, and Sheyu Li. BMC Medical Research Methodology, 2026
-
A Leave-one-out Algorithm for Contribution Analysis in Component Network Meta-analysis [Link]
With Yunhe Mao, Qinbo Yang, Qingyang Shi, and Sheyu Li. BMC Medical Research Methodology, 2025
-
Time-varying Cost-effectiveness Analysis of Sodium-glucose Cotransporter-2 Inhibitors in Chinese Patients with Heart Failure and Reduced Ejection Fraction: A Microsimulation of the Real-world Population [Link]
With Sheyu Li, et al. Frontiers in Pharmacology, 2025
Ongoing Projects
|