Large Sample Mean-Field Stochastic Optimization (with L. Bo and H. Liao). SIAM Journal on Control and Optimization, Vol. 60, No. 4, 2538--2573, 2022. (online Appendix) Finalist of the 2021 SIAM-FM Conference Paper prize

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors (with L. Bo and C. Zhou). Mathematics of Operations Research, Vol. 48, No. 1, 288–312, 2023. 

Portfolio Choice with Market-Credit Risk Dependencies (with. L. Bo). SIAM Journal on Control and Optimization, Vol. 56, No. 4, 3050-3091, 2018.

Credit Portfolio Selection with Decaying Contagion Intensities (with. L. Bo and P.C. Chen). Mathematical Finance, Vo. 29, No. 1, 137-173, 2019.

Optimal Investment under Information Driven Contagious Distress (with L. Bo). SIAM Journal on Control and Optimization, Vol. 55, No. 2, 1020-1068, 2017.

Risk Sensitive Asset Management and Cascading Defaults (with J. Birge and L. Bo). Mathematics of Operations Research, Vol. 43, No. 1, 1-28, 2018. Featured Article. Press coverage: Chicago Booth Review

Optimal Credit Investment with Borrowing Costs (with L. Bo) Mathematics of Operations Research, Vol. 42, No. 2, 546-575, 2017.

Robust Optimization of Credit Portfolios (with L. Bo). Mathematics of Operations Research, Vol. 42, No. 1, 30-56, 2017.

Optimal Investment in Credit Derivatives Portfolio under Contagion Risk. (with L. Bo) Mathematical Finance, Vol. 26, No. 4, 785-834, 2016.

Dynamic Portfolio Optimization with a Defaultable Security and Regime-Switching Markets (with J. E. Figueroa-Lopez) Mathematical Finance, Vol. 24, N.2, 207-249, 2014.