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Research Interests
Empirical Modeling, Healthcare Operations Management, Revenue Management, Financial Economics
Working Papers in Operations Management
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A Preference-Provision Decoupling Mechanism for General Risk-Averse Agents [Link]
With Qingfa Zhang. Working Paper.
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Optimal Admission Control with Workload and Overwork Effect [Link]
With Qingfa Zhang, Yi Chen, and Ying-Ju Chen. Working paper
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Structural Estimation of Intertemporal Externalities with Application in ICU Admissions [Link]
With Carri Chan, Fanyin Zheng, and Gabriel Escobar.
Major Revision at Manufacturing & Service Operations Management
Second Place, INFORMS Health Application Society Student Paper Competition, 2021
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More is Different: Intrinsic and Financial Hedging in Multilocation Newsvendor Systems [Link]
With Xiangyin Chen and Liao Wang.
Major Revision at Operations Research
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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
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Budget Allocation for Utility Loss Minimization in
Social Welfare Programs [Link]
With Qingfa Zhang and Ying-Ju Chen. Submitted.
Presented at 2025 MSOM Conference
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Managing Recruitment Processes with Multiple Position Types [Link]
With Lilun Du, Qing Li, and Zihao Wu. Working Paper.
Working Papers in Finance
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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
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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
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Negative Cross-Impact from Index Investing [Link]
With Yueting Jiang and Qingfa Zhang. Working paper.
Publications (Business Areas)
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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+
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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
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Dynamic Portfolio Allocation under Market
Incompleteness and Wealth Effects [Link]
With Chenxu Li, Olivier Scaillet, and Yueting Jiang. Operations Research, 2025
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Intraday Variation in Cross-sectional Stock Comovement and Impact of Index-based Strategies [Link]
With Meiqi Shi. Journal of Financial Markets, 2024
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Dynamic Information Regimes in Financial Markets [Link]
With Paul Glasserman and Harry Mamaysky. Management Science, 2023
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Pricing the CBOE VIX Futures with Heston-Nandi GARCH Model [Link]
With Tianyi Wang, et al. Journal of Futures Markets, 2017
Publications (Medical and Others)
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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
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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
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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
Funded Projects
- Early Career Scheme (ECS) Reserach Grant (PI), Managing Patient Flow with Adaptive Behaviours from Multiple Units, 2024 - 2027
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