| Mean–Variance Portfolio Selection Under Volterra Heston Model B Han, HY Wong Applied Mathematics & Optimization, 1-28, 2020 | 38 | 2020 |
| Merton's portfolio problem under Volterra Heston model B Han, HY Wong Finance Research Letters, 2020 | 20 | 2020 |
| Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility T Yan, B Han, CS Pun, HY Wong Mathematics and Financial Economics, 2020 | 18 | 2020 |
| COVID-19 and credit risk: A long memory perspective J Yin, B Han, HY Wong Insurance: Mathematics and Economics 104, 15-34, 2022 | 16 | 2022 |
| Time-inconsistency with rough volatility B Han, HY Wong SIAM Journal on Financial Mathematics 12 (4), 1553-1595, 2021 | 14* | 2021 |
| Robust state-dependent mean–variance portfolio selection: a closed-loop approach B Han, CS Pun, HY Wong Finance and Stochastics 25 (3), 529-561, 2021 | 14 | 2021 |
| Optimal investment and consumption problems under correlation ambiguity B Han, HY Wong IMA Journal of Management Mathematics 31 (1), 69-89, 2020 | 12 | 2020 |
| Robust time-inconsistent stochastic linear-quadratic control with drift disturbance B Han, CS Pun, HY Wong Applied Mathematics & Optimization 86 (1), 4, 2022 | 10* | 2022 |
| Distributionally robust Kalman filtering with volatility uncertainty B Han arXiv preprint arXiv:2302.05993, 2023 | 9 | 2023 |
| Fitted Value Iteration Methods for Bicausal Optimal Transport E Bayraktar, B Han arXiv preprint arXiv:2306.12658, 2023 | 6 | 2023 |
| Time-consistent mean-variance reinsurance-investment problems under unbounded random parameters: BSDE and uniqueness B Han, HY Wong Available at SSRN 3182387, 2019 | 6 | 2019 |
| Cooperation between independent market makers B Han Quantitative Finance 22 (11), 2005-2019, 2022 | 3 | 2022 |
| Distributionally robust risk evaluation with a causality constraint and structural information B Han arXiv preprint arXiv:2203.10571, 2022 | 2 | 2022 |
| Understanding algorithmic collusion with experience replay B Han arXiv preprint arXiv:2102.09139, 2021 | 2 | 2021 |
| Existence of Markov equilibrium control in discrete time E Bayraktar, B Han SIAM Journal on Financial Mathematics 14 (4), SC60-SC71, 2023 | 1 | 2023 |
| Equilibrium transport with time-inconsistent costs: An application to matching problems in the job market E Bayraktar, B Han arXiv preprint arXiv:2302.01498, 2023 | 1 | 2023 |
| Can maker-taker fees prevent algorithmic cooperation in market making? B Han 3rd ACM International Conference on AI in Finance, 2022 | 1 | 2022 |
| Robust control in a rough environment B Han, HY Wong Quantitative Finance, 1-20, 2021 | 1 | 2021 |
| The McCormick martingale optimal transport E Bayraktar, B Han, D Norgilas arXiv preprint arXiv:2401.15552, 2024 | | 2024 |
| Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach B Han, CS Pun, HY Wong arXiv preprint arXiv:2306.16982, 2023 | | 2023 |
Hoi Ying WongChinese University of Hong Kong在 cuhk.edu.hk 的电子邮件经过验证
