Hedge and mutual funds' fees and the separation of private investments. - Paolo Guasoni; Gu Wang 002 (Finance Stochastics, 2015)

Quantile Hedging in a semi-static market with model uncertainty. - Erhan Bayraktar; Gu Wang 002 (Math. Methods Oper. Res., 2018)

Exit Problems as the Generalized Solutions of Dirichlet Problems. - Yuecai Han; Qingshuo Song; Gu Wang 002 (SIAM J. Control. Optim., 2019)

Should Commodity Investors Follow Commodities' Prices? - Paolo Guasoni; Antonella Tolomeo; Gu Wang 002 (SIAM J. Financial Math., 2019)

Sharing Profits in the Sharing Economy. - Paolo Guasoni; Gu Wang 002 (SIAM J. Control. Optim., 2020)

Performance Fees with Stochastic Benchmark. - Gu Wang 002 (SIAM J. Financial Math., 2022)

Fund Managers' Competition for Investment Flows Based on Relative Performance. - Gu Wang 002; Jiaxuan Ye (J. Optim. Theory Appl., 2023)

Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence. - Qi Feng 005; Gu Wang 002 (CoRR, 2025)