量化风险管理，信用评级，债券市场

1. Choquet rating criteria, risk measures, and risk consistency (with Ruodu Wang, Chenxi Xia and Jingping Yang), 2025, arXiv:2506.13435

2. A theory of credit rating criteria (with Steven Kou, Bin Wang and Ruodu Wang), Management Science, 2025, 71(4), 3583–3599

3. Rating frailty, Bayesian updates, and portfolio credit risk analysis (with Shang Bu and Lingfei Li), Quantitative Finance, 2022, 22(4), 777–797.

4. Stressed distance to default and default risk (with Lingfei Li), Journal of Credit Risk, 2022, 18(3), 29–48.

5. 企业违约相依性的建模方法（与杨静平）, 数学进展, 2021, 50(4), 481–495.

6. Remarks on composite Bernstein copula and its application to credit risk analysis (with Fang Wang and Jingping Yang), Insurance: Mathematics and Economics, 2017, 77, 38–48.

1. 主持：中国企业债务违约关键影响因素识别与风险度量方法，天津市哲学社会科学规划年度项目，1.5万元，2026-2027，在研

2. 参与：金融中的动态copula理论及其应用研究，国家自然科学基金面上项目，48万元，2017-2020，结项

2025.12 香港中文大学系统工程与工程管理学系（中国香港）