Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. - Alain Bensoussan 001; Kwok Chuen Wong; Sheung Chi Phillip Yam; Siu-Pang Yung (SIAM J. Financial Math., 2014)

Utility-Deviation-Risk Portfolio Selection. - Kwok Chuen Wong; Sheung Chi Phillip Yam; H. Zheng (SIAM J. Control. Optim., 2017)

A paradox in time-consistency in the mean-variance problem? - Alain Bensoussan 001; Kwok Chuen Wong; Sheung Chi Phillip Yam (Finance Stochastics, 2019)