6. Jia Guangyan, Xia Jianming, Xu Yuhong, Zhang Na, Arrow-Pratt Theory for Variational Preferences: A Continuous-Time Model, 1-32, Preprint.
5. Xu Yuhong, Zhao Xinyao, How does node centrality in a complex network affects prediction? Preprint.
4. Lu Zhichao, Xu Yuhong, Zhang Yue, Predicting asset price with large volatility. 1-25. Preprint.
3. Xu Yuhong, Yang Shuzhen, Dynamic programming principle for a controlled FBSDE system and associated extended HJB equation, 1-32, Preprint.
2. Huang Weihuan, Ma Chenghu, Xu Yuhong, Large Shareholder Premium. 1-33, Preprint.
1. Portfolio Selection with Contrarian Strategy, 1-26, Preprint.
14. Xu Yuhong, Optimal growth under model uncertainty, North American Journal of Economics and Finance 60 (2022): 101634.
13. Dai, Min and Jin, Hanqing and Kou, Steven and Xu, Yuhong, Robo-Advising: A Dynamic Mean-Variance Approach,Digital Finance,3, 81–97 (2021).
12. Pei Ziting, Wang Xishun, Xu Yuhong, Yue Xingye, A Worst-Case Risk Measure by G-VaR, Acta Mathematicae Applicatae Sinica (English Series), 37, 421–440 (2021).
11. Dai Min, H Jin, Kou Steven, Yuhong Xu, A dynamic mean-variance analysis for log returns, Management Science, 67(2), 1093–1108, (2021).
10.Jia Guangyan, Xu Yuhong, A note on g-concave function, Acta Mathematica Scientia. (2019), 39B(5): 1–8.
9. Lam C, Xu Yuhong, Yin, G, Dynamic portfolio selection without cash, Quantitative Finance,19(2),(2019), 313-326.
8.Xu, Yuhong. Robust Valuation, Arbitrage Ambiguity and Profit& Loss Analysis. Journal of the Operations Research Society of China 6.1 (2018): 59-83.
7. Xu Yuhong, Multidimensional dynamic risk measure via conditional g-expectation,Mathematical Finance , 26(3), (2016) , 638–673.
6.Xu Yuhong, An existence theorem for multidimensional BSDEs with mixed reflection, Comptes Rendus Mathematique, 354(11) (2016), 1101-1108.
5. C. Jimenez, M. Quincampoix, Y. H. Xu, Differential games with incomplete information on a continuum of initial positions and without Isaacs condition,Dynamic Games and Applications，March 2016, Volume 6, Issue 1, pp 82–96
4. Buckdahn, M. Quincampoix, C. Rainer, Yuhong Xu, Differential games with asymmetric information and without Isaacs condition, 1-21, International Journal of Game Theory，November 2016, Volume 45, Issue 4, pp 795–816
3. Xu Yuhong, Stochastic maximum principle for optimal control with multiple priors, Systems & Control Letters, Volume 64, February 2014, Pages 114–118.
2. Xu Yuhong,Multidimensional backward stochastic differential equations with Left-Lipschitz coefficients, J.Math.Sci.Univ. Tokyo, 20 (1) (2013), 115-126.
1. Xu Yuhong, Probabilistic solutions for a class of path-dependent HJB equations, Stochastic Analysis and Applications, 31(3) (2013), 440-459.