On-line portfolio selection strategy with prediction in the presence of transaction costs. - Sergio Albeverio; Lan-Jun Lao; Xue-Lei Zhao (Math. Methods Oper. Res., 2001)

A Continuous Time Financial Market with a Poisson Process as Transaction Timer. - Sergio Albeverio; Lan-Jun Lao; Xue-Lei Zhao (Adv. Comput. Math., 2002)

Volatility Patterns of Industrial Stock Price Indices in the Chinese Stock Market. - Lan-Jun Lao (ICMLC, 2005)