Evaluating Portfolio Policies: A Duality Approach. - Martin B. Haugh; Leonid Kogan; Jiang Wang 011 (Oper. Res., 2006)

Market selection. - Leonid Kogan; Stephen A. Ross; Jiang Wang 011; Mark M. Westerfield (J. Econ. Theory, 2017)

Dynamic Portfolio Execution. - Gerry Tsoukalas; Jiang Wang 011; Kay Giesecke (Manag. Sci., 2019)