You can also find my publications on my Google Scholar profile.
Manuscripts
Peer-reviewed Journal Articles
- Wang, J.Z., Fan, Z., and Ye, Y. (2026). Dynamic Portfolio Choice with Stochastic Liquidity Risk: A Perturbation Approach. Finance Research Letters. [DOI]
- Wang, J.Z., Huang, Z., and Kwok, Y.K. (2026). Simulation-Analytical Approach for Calculating VaR Contributions in Credit Portfolios. Quantitative Finance, 26(5), 743-759. [DOI] [SSRN]