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Article
Robust Consumption and Portfolio Rules with Time-Varying Model Confidence (accepted)SSCISCOPUS

Finance Research Letters, vol. 18, page. 342 - 352, 2016-08

Article
Ambiguity and Optimal Portfolio Choice with Value-at-Risk Constraint (accepted)SSCISCOPUS

Finance Research Letters, vol. 18, page. 158 - 176, 2016-08

Article
Retirement with Risk Aversion Change and Borrowing ConstraintsSSCISCOPUS

Finance Research Letters, vol. 16, page. 112 - 124, 2016-02

Article
Option Pricing with Regime Switching: Integrations over Simplexes MethodSSCISCOPUS

Finance Research Letters, vol. 24, page. 301 - 312, 2018-03

Article
Stock Prices, Changes in Liquidity, and Liquidity PremiaSSCISCOPUS

Finance Research Letters, vol. 48, 2022-08

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