Comonotonicity and low volatility effect. - Wan-Ni Lai; Yi-Ting Chen 002; Edward W. Sun (Ann. Oper. Res., 2021)

Risk factor extraction with quantile regression method. - Wan-Ni Lai; Claire Y. T. Chen; Edward W. Sun (Ann. Oper. Res., 2022)

Detecting stock market regimes from option prices. - Wan-Ni Lai (Oper. Res. Lett., 2022)