[1] Yuanyuan Chen; Xuefeng Gao; Duan Li*; Optimal order execution using hidden orders, Journal of Economic Dynamics and Control, 2018, 94, 89-116.
[2] Bilian Chen; Jingdong Zhong; Yuanyuan Chen*; A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange, Expert Systems With Applications, 2020,145: 113104.
[3] Hezhi Luo; Yuanyuan Chen*; Xianye Zhang; Duan Li; Huixian Wu; Effective Algorithms for Optimal Portfolio Deleveraging Problem with Cross Impact, Mathematical Finance, 2023, 00, 1–54.
[4] Yuanyuan Chen; Duan Li; Qi Wu*; Counter-cyclical Margins for Option Portfolios, Journal of Economic Dynamics and Control，2023, 146: 104572.
