He received his Mphil. in Mathematics from Nankai University in 2001, and the PhD in Financial Engineering from the Chinese University of Hong Kong in 2004. After then, he worked in the same Department for another two years, and then moved to the National University of Singapore in 2006. His research interests include Mathematical Finance, Operation Research, and Applied Stochastic Analysis. His research focuses on portfolio selection, behavioral finance and time consistency in financial decision making.