{"id":57,"date":"2014-12-09T16:01:14","date_gmt":"2014-12-09T16:01:14","guid":{"rendered":"http:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/?page_id=57"},"modified":"2022-06-07T14:06:54","modified_gmt":"2022-06-07T14:06:54","slug":"research","status":"publish","type":"page","link":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/research\/","title":{"rendered":"Research"},"content":{"rendered":"<p><strong>Research<\/strong> <strong>Interests:<\/strong><\/p>\n<p>Asset Pricing and Portfolio Choices, Financial Markets, Risk Management<\/p>\n<p><strong>Selected<\/strong> <strong>Publications:<\/strong><\/p>\n<p>Limited Diversification, Portfolio Inertia, and Ambiguous Correlation. <strong>Journal of Economic Theory<\/strong>, 2022 (with Julia Jiang, Jun Liu and Xudong Zeng).<\/p>\n<p>Callable Contingent Capital: Valuation and Default Risk.<strong> Management Science<\/strong>, 2017.<\/p>\n<p>Spanning with Indexed. <strong>Journal of Mathematical Economics<\/strong>, 2014.<\/p>\n\n\n<p>Optimal Stopping with Reward Constraints. <strong>Finance and Stochastics<\/strong>, 2012 (with Jerome Detemple and Jie Xiong).<\/p>\n\n\n\n<p>Optimal Reinsurance Arrangements Under Tail Risk Measure, <strong>Journal of Risk and Insurance<\/strong>, 2012 (with Carole Bernard).<\/p>\n\n\n\n<p>Robust Stochastic Discount Factors, <strong>Review of Financial Studies<\/strong>, 2008 (with Phelim Boyle, Shui Feng and Tan Wang).<\/p>\n\n\n\n<p>Portfolio Management with Constraints. <strong>Mathematical Finance<\/strong>, 2007 (with Phelim Boyle).<\/p>\n\n\n\n<p>The Valuation of Americal Call Options on the Minimum of Two Dividend-Paying Assets. <strong>Annals of Applied Probability<\/strong>, 2003 (with Jerome Detemple and Shui Feng).<\/p>\n\n\n\n<p>The Valuation of American Option for a Class of Diffusion Process. <strong>Management Science<\/strong>, 2002 (with Jerome Detemple).<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Research Interests: Asset Pricing and Portfolio Choices, Financial Markets, Risk Management Selected Publications: Limited Diversification, Portfolio Inertia, and Ambiguous Correlation. Journal of Economic Theory, 2022 (with Julia Jiang, Jun Liu and Xudong Zeng). Callable Contingent Capital: Valuation and Default Risk. Management Science, 2017. Spanning with Indexed. Journal of Mathematical Economics, 2014. Optimal Stopping with Reward [&hellip;]<\/p>\n","protected":false},"author":824,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":{"footnotes":""},"class_list":["post-57","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/pages\/57","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/users\/824"}],"replies":[{"embeddable":true,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/comments?post=57"}],"version-history":[{"count":15,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/pages\/57\/revisions"}],"predecessor-version":[{"id":141,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/pages\/57\/revisions\/141"}],"wp:attachment":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/wtian1\/wp-json\/wp\/v2\/media?parent=57"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}