1. Multiperiod portfolio optimization with multiple risky assets and general transaction costs (with Victor DeMiguel and Javier Nogales), Journal of Banking & Finance, 2016

2. Portfolio selection with proportional transaction costs and predictability (with Javier Nogales), Journal of Banking & Finance, 2018

3. Precision matrix estimation under data contamination with an application to minimum variance portfolio selection (with Vahe Avagyan), Communications in Statistics - Simulation and Computation, 2019

4. Mean-variance portfolio selection with estimation risk and transaction costs (with Huanjun Zhu and Chongzhu Chen), Applied Economics, 2022

5. Variable selection in heterogeneous panel data models with cross-sectional dependence (with Bin Peng and Huanjun Zhu), Australian & New zealand Journal of Statistics, 2023

6. Bayesian nonparametric portfolio selection with rolling maximum drawdown control (with Yachong Wang and Weixuan Zhu), Quantitave Finance, 2023