Systemic risk and optimal fee for central clearing counterparty under partial netting. - Zhenyu Cui; Qi Feng; Ruimeng Hu; Bin Zou 005 (Oper. Res. Lett., 2018)

Optimal Bitcoin trading with inverse futures. - Jun Deng; Huifeng Pan; Shuyu Zhang; Bin Zou 005 (Ann. Oper. Res., 2021)

Optimal bookmaking. - Matthew J. Lorig; Zhou Zhou; Bin Zou 005 (Eur. J. Oper. Res., 2021)

Quadratic hedging for sequential claims with random weights in discrete time. - Jun Deng; Bin Zou 005 (Oper. Res. Lett., 2021)

Mean-Variance Portfolio Selection in Contagious Markets. - Yang Shen; Bin Zou 005 (SIAM J. Financial Math., 2022)

Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models. - Yang Shen; Bin Zou 005 (SIAM J. Financial Math., 2022)

Hedging with automatic liquidation and leverage selection on bitcoin futures. - Carol Alexander; Jun Deng; Bin Zou 005 (Eur. J. Oper. Res., 2023)

Reinsurance games with two reinsurers: Tree versus chain. - Jingyi Cao; Dongchen Li; Virginia R. Young; Bin Zou 005 (Eur. J. Oper. Res., 2023)

Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. - Zhuo Jin; Zuo Quan Xu; Bin Zou 005 (SIAM J. Control. Optim., 2024)

Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional. - Jingyi Cao; Dongchen Li; Virginia R. Young; Bin Zou 005 (SIAM J. Financial Math., 2024)

Optimal Loss Reporting in Continuous Time with Full Insurance. - Jingyi Cao; Dongchen Li; Virginia R. Young; Bin Zou 005 (SIAM J. Financial Math., 2025)